Suppose you are playing a game with a Cylon leader. He is not infiltrating. The humans reach New Caprica. Is there now no mechanic by which a Cylon Leader can infiltrate? So the only way for a Cylon leader to infiltrate is for him to already have been infiltrating when we arrived?
That is correct; there is no way for a Cylon leader to start infiltrating while on New Caprica. (See the Unofficial FAQ at BGG)
If a Cylon leader needs the humans to win and wants to be able to help them out on New Caprica, s/he needs to be infiltrating when they get there. Otherwise, s/he won't be able to use the Human actions, which is the main way to help the humans.