What is argon gas used for?

Between the panes of a sealed unit, argon is often injected instead of air. This gas conducts less heat: the glazing insulates better for the same thickness.

Does it “leak” quickly?

A well-sealed unit keeps argon for a long time. If the seal fails, insulation drops and fog can appear between the panes — then you treat the sealed unit, not “recharge” the argon.