There is an old Italian phrase -- "Fare un buco nell'aqua" -- that applies to this thread.
When one is assessing risk of some activity, one needs to take into account the likelihood of an adverse outcome versus the impact of the outcome. In the case of divers using lead weights, both the likelihood and the impact are low regarding lead significantly entering the environment from the normal use of lead weights. intentional dumping of one's weights is a very rare event as well; loss of weight pocket is more common. Either way, the impact is low.
The argument that you should do anything you can to reduce any possible negative impact to the environment is a feel-good argument, not one that is very meaningful. If you truly believe that, then you should make a list of all the negative impacts you have on the environment and put your effort towards those that are higher risk to the environment than using lead weights while diving, for example using your automobile, using any plastics, using anything made from wood, eating beef, etc.