Where the lines attach to the tank, it's just a compression fitting. On the ends that attach to the engine, the fittings are sealed with O-rings. Make sure there isn't something stuck on the mating surface that could be wedging the sealing surface apart.
The dry sump systems has many advantages. You don't need a bulky oil pan on the bottom of the engine, so the engine can be placed lower in the frame, lowering the center of gravity. Also, you don't have to worry about the crankshaft whipping around in the oil, causing drag on the crank (sapping HP) and foaming up the oil. Kinda hard to fit a windage tray in there...