I actually get your concerns. Clay chips with lead do in fact have lead risk. That said, it is very minor. Lead poisoning is mostly about lead accumulated over a lifetime. Kids playing with leaded clay will get some small exposure to the lead. They may touch the chips then touch their faces. That will be a lead exposure, but a tiny one.
The fact is, no amount of lead is safe. Its all cumulative. Leaded chips will probably be a teeny, tiny amount not far out of line with the lead exposure we all get from living on this space rock. That said, lead in the system is largely permanent. You have to make decisions for your family as you see fit.
Personally, I wouldn't allow an extra source of lead into my house with my children. Even if minor, its mostly permanent. Minimizing any accumulation while my children are developing takes priority.