I've seen pictures of damaged lead pipe boots where squirrels had chewed on them. Does the same damage risk exist with lead-coated copper?
Squirrels can cause many thousands of dollars in damage trying to get inside then if they do the mess and insulation both thermal and wiring they chew on and make nests out of. In the Pacific Northwest (the area I live) metal roof jacks and boots are the best to reduce damage but if they think they can get in they will really work hard at making a hole to enter. I have not seen much difference with copper or galvanized both are better than the PVC type that the little varmints can go through in a day. The best defense I have found is to make sure the jacks are sealed down with asphalt sealer (I don't think they like the taste). Lead and lead coated materials are getting tough to find in my area because of the push to remove lead from building materials. With that said if there is a small section that is loose they will try no matter what the material is or that is what I have observed. A good nasty tasting sealer and metal is the best option I have found with asphalt working the best for me.