You know the line in the prophecy that is apparently about Leo?

Well think again. There's a theory that the prophecy was really talking about Octavian.

"An oath to keep with a final breath" 

Leo did keep his promise to Calypso, and he did die, but he kept his promise AFTER coming back from the dead, meaning he didn't actually keep his oath with his final breath.

Octavian(ew. Kill it with fire.), however, said he'd be the savior of New Rome, like an oath. He died and New Rome was saved.