You are more likely to get lead poisoning from handling pellets than you are from lead dust
Not if you take the simple precaution of washing your hands before eating or smoking. Lead has an extremely low dermal absorption factor, meaning that very little of the lead that may get onto your skin actually enters your body. The problem is if you then take those lead-contaminated hands and, say, eat a sandwich - about 40% of the lead that you ingest is taken into the body. Worse yet is if you inhale the lead dust - something on the order of 90% or more of finely divided lead entering the lungs enters the bloodstream.
That said, I agree that an airgun range in the basement is not a health risk to be concerned about.