And since lead bullets are cheaper, and therefore bare lead ammo is cheaper, than regular jacketted (FMJ/TMJ/BEB/JHP) bullets and ammo, many shooters prefer lead ammo for cost for range sessions.
A way around this is to purchase an aftermarket barrel (such as a Lone Wolf, KKM, or any of the others) that have the traditional grooves and landings, and have no issues with lead ammo (but still need periodic cleaning). In fact, a larger caliber Glock (say a .40S&W) can be equipped with a barrel conversion to 9mm, providing the flexibility of shooting cheaper 9mm ammo, shooting lead ammo, shooting lead 9mm ammo, while still maintaining the ability to shoot .40S&W ammo.
No gunsmithing required, too!