I bought a Leonardo, and turns out it has the USB controller embedded in the microcontroller, so, it doesn't have a "stand-alone"[?] USB controller like the Uno, and I'd like to know what other boards have a stand-alone USB controller, don't know, but for instance, probably the Mega 2560, not 100% sure, and what other board are like Leonardo (looks like the Micro) too.
Only the boards that use the Atmega32U4 chip have built in USB.
Most have a separate USB/Serial chip (or no USB/Serial, like the Promini). Easy to tell from the descriptions on the product page.
Wikipedia goes into great detail on Arduino and clones.
I bought a Leonardo, and turns out it has the USB controller embedded in the microcontroller, so, it doesn't have a "stand-alone"[?] USB controller
You make it sound like you were cheated... Actually, you gain much more flexibility with this design which is to say you made a wise purchase, if not now, for the future.