If it was an an exhaust leak the problem would be less apparent in higher RPM ranges because there is only so much air that can flow through the exhaust opening ( where the leak is). For instance, if the air being sucked in through the leak is at 50% max flow at idle and then 100% by 2000rpm the AFR problem would be almost non existent at WOT and high rpm because the amount of fresh air to exhaust gas would be minute. At least theoretically thats the case...But it couldnt hurt to check
Im not saying its not going to affect it throughout the RPM range but the affect you notice will be smaller with more exhaust gas flowing through to dilute the fresh air.
If it was a really big hole or leak then it might be more apparent throughout all RPm ranges but a small leak could have the potential to cause those symptoms