Well it might make more sense to first familiarize yourself with the tool in use, before assuming that there are actual memory leaks.
SFML has global states that aren't cleaned up until the application terminates, so your dump happens before global states are destroyed, leading to false-positives.
Also do you understand the output of the tool, because if you don't, I don't know exactly what you're hoping to gain from running these checks.
It's way better to stick to good practices like no manual memory management, close to none plain for-loops, etc. than to throw tools at code that produce output that doesn't really tell how to fix a problem