Trains to Leicester take far longer as it involves a change somewhere and not only that but on the weekend of the CL there are rail works planned which will affect the journey there. Should play it at Blackburn whose capacity is only 1,000 less than Leicester or Leeds, either of the Sheffield clubs or even Wolves. There are far better options than Leicester but of course the FA won't take the sensible course.
Bolton or Stoke would be good options too.