Looking at the initial question...

Why are we still leading missions, instead of supporting Afghans conduct them?
... the first question that came to my mind was "whose missions are they?"

Are we expecting Afghans to lead missions where the mission objectives and parameters are set by Americans in support of American strategic and policy objectives?

If Afghans are assigning objectives and parameters in support of their own policy objectives, it certainly makes sense to expect Afghans to provide the leadership. If we're the ones setting up the missions, expecting Afghans to lead is just asking them to do our work for us.

Unless, of course, we assume that our objectives and goals are the same as those of Afghans, but I'm not sure that assumption would be well founded.