Battery plates have nasty chemicals that become very (did I mention VERY?) toxic when melting them down. For the amount of actual usable lead you get, it is just not worth the hassle, even if it wasn't that toxic. Terminal ends are fine after being cleaned up with the baking soda.
The lead stick-on wheelweights are generally considered pure and are easily soft enough for the muzzleloaders. The Fe and Zn ones are not. The clip-on weights contain both tin and antimony and yield a hardness sufficient for even most magnum handgun loads.