You might get some leading, but it isn't difficult or expensive to clean up. A pad of "chore boy" copper pot scrubber will clean your revolver barrels for several thousand rounds. You just wrap some around an old bore brush, add some solvent , and the lead comes right out with a few passes.

To me, the biggest plus in shooting lead loads is less wear and tear on the barrel. It is near impossible to wear out a barrel shooting lead. Copper jacketed bullets are much harder on the gun. The second benifit is lower cost to shoot.