It wouldn't ever leak. There is just simply not enough for it to ever really cause a problem.

It is not like there is a cavity in which a lot of ferrofluid is stored.

Saying that the tweeter is ferrofluid cooled just means that a few drops of it is placed in between the voice coil and magnet structure. If you have ever opened up a tweeter and seen some black liquidy gunk, that is the ferrofluid.