Generally, only after handling fired brass and/or cleaning.
And, I probably ought be better when handling older, collectible, ammo, too, especially if it has exposed oxidized lead, or been near any.
RNL or wadcutters and all the exposed lead rounds do not have exposed, friable, lead, typically.
The lead styphanate in many primers is chemically active (or it would make a poor primer) in raw state, and is very bio-absorptive after being fired. Bullets splashed on metal plates will create fine particulate matter, if of largely inert lead. This is what can make indoors ranges more complicated.
People who smoke need to be extra careful. For one, they are getting trace quanta of lead from smoking. But, you are changing how receptive your body is to chemicals. So, you want to get a no-water cleanser on after handling spent brass and before lighting up.
Lead absorption is complicated. The retention is slow, and builds up equally slowly. By the time outwards symptoms develop--blue lines at nails and gums, your level is very high. Correcting excess accumulation of heavy metals in humans is very complicated. It's a slow and not-fun experience. The mechanism involves introducing compound the metals will be inclined to bond to, but are also disinclined to be retained in the body. This is referred to as Chelation therapy. And with lead, EDTA chelation in adults is under-fun (can lead to kidney issues for needing to pass all the calcium out).
Now, to be entirely fair, all humanity exists upon a spectrum (several spectra, really), so everyone is just a bit different. Your Mileage Will Vary.
Gloves are cheap, life is not.