The plant weights in my lfs are still made of lead. It says so on the label.
Since it is not even allowed anymore to go hunting for ducks with lead shot (has to be steel now) I assume there is a reason - especially in acidic water.
I wouldn't leave them in. I wish though there was something else to use. In my goldie tanks I just don't keep enough gravel to anchor any plants down.
Mind you, the goldies would pull up anything anyway :D