Glocks use polygonal rifling in their barrels, which are not recommended to use with lead bullets. You can get an aftermarket barrel with standard rifling to drop into your Glock and fire lead bullets with.
Glock doesn't recommend using reloads just like most manufacturers, as a legal measure to cover their asses in case something goes wrong. There is nothing any more wrong with shooting jacketed bullets in a Glock than any other gun.
Many people shoot lead bullets through their Glocks anyway and report no issues.
The up side is polygonal rifling is supposed to provide a very marginal increase in velocity over a same-sized traditional barrel. I think I remember seeing a video comparison and the difference was somewhere in the neighborhood of 20fps.