It's very likely that leaded brass is used in the manufacture of nozzles for 3D printers -- as noted by @AndrewMorton, this is done to improve machinability (the same is true of some steels, by the way) -- and when you're going to have to drill a hole potentially as small as 0.1 mm diameter, you want all the machinability you can get (I can say from experience that brass without the lead is very annoying to machine and likely to produce unacceptably high rates of broken tools and destroyed parts during that drilling operation).
That said, the amount of lead found in a single nozzle is very small, generally between 1.5% and 2.5% by mass -- a typical nozzle is only a few grams, so the lead content would be a few tens of milligrams. Further, ingested lead (as metal) is not a major toxicity issue, because stomach acid reacts to form insoluble lead chloride, which then passes through the gut almost unchanged (some lead will still be absorbed, but swallowing a whole lead bullet raises bodily lead loading less than breathing in a shooting range for an hour or two each week for a year, where lead compounds float in the air as smoke, both from primers and from unjacketed lead bullets).
If you, a child, or a pet ingested a used nozzle (say, you dropped it and couldn't find it and worry about your dog), it would be more likely to do harm by abrading the intestinal lining as it passes than by the toxicity of the tiny amount of lead in the metal. If this is a "today or yesterday" event, you should promptly consult an appropriate health care professional (physician, pediatrician, or veterinarian), who will likely want to take x-rays or CT scans to ensure the item passes through the gut rather than lodging somewhere along the way, as well as monitoring for symptoms of a complication (a perforated intestine is life-threatening, but relatively easy to repair if caught promptly; the surgery needed is similar to an appendectomy).