It's not supposed to "lead" anywhere. There's no where to go. That's the point. So, leading nowhere. Good. Let's go with that.
But in this topic we're not playing with nowhere. We're playing with somewhere. And it's playing with the somewhere, and rather than judging somewhere as being some other place; if we allow somewhere to exist without judgement, then something interesting occurs. Space/time begin to bend and collapse, and we realize that somewhere is - drumroll, please - here.
So there is somewhere to go.....here.
All this nowhere not leading anywhere is what I call double talk. If you didn't have a goal or purpose for doing it you wouldn't be doing it. Thus there is always a destination.
Mystics who say such things sound oh so very 'wise' but are just mysterious. So you go with that if you like but I don't think you'll get many takers.
Everyone doing Aikido is practicing observing what they are doing whilst doing it and so I say it's best not to come from the position of anyone isn't doing it but rather from the position of how to improve what they are already doing.
So you cannot learn mushin like it's some super state for everything taken to it's ultimate would be super. You can learn what is meant by the term mushin and then see when, how often you are using that 'state of mind' and to what degree and then practice to improve your ability to do more.
Meanwhile you will be using shoshin, zanshin et al. cos they are interdependent.
It all leads somewhere, nice and concrete.