Having just stripped the paint off an old frame for the first time, and being one who tests building materials for lead paint prior to demolition; this was a question I had as well. I used a chemical stripper with the frame in a large storage bin to catch the flakes of paint and was careful to bag up all the paint flakes for disposal. I think if you use a chemical stripper and the paint is removed 'wet', all of the stripped paint is controlled and disposed of, there is little to worry about.
If, however, you sand or scrape the paint while it is dry; if the paint had a significant amount of lead mixed with it, there would be concern that the tiny paint flakes could become airborne and inhaled or ingested. This is particularly a concern where small children are present.