Just before submitting bug: in Diagrams, there is possibility to use Position AroundPoint or OverPoint. Whatever I choose Line Options selection stays gray: I can't choose any line.
So, I suggest that this Line Option -option will draw line between actual point and re-located diagram. However, it doesn't work in my QuantumGIS 1.8.0 (win or Ubuntu). I haven't test it on 1.9