There is safe ammunition these days, but it costs more. Swiss make their military ammo lead-free (they have cca same ammo as US/NATO but bullets are most effective with different barrel twist compared to NATO ones, I think 1:7 vs 1:10), but both can fire each other's rounds safely.
Safe ammo is essentially just back of the bullet covering lead core (if present at all), but for some reason most manufacturers don't do it by default. Some stuff doesn't have lead core at all, but then desired weight needs to be achieved via other substances and is priced accordingly.
The US military has been switching to lead-free ammo, too, starting about 10 years ago.
I use solid brass ammo on one of my larger caliber rifles, but not the others. Guns can be very finicky about their bullets, and not all like solid brass ammo which results in weird accuracy issues.
Unfortunately at my public range it seems like there is always one guy with a muzzle brake and he ends up setting up beside me.
I have some hearing damage (which I actually think is from somewhere else - we've always been anal about protection). Other than that, no other issues to report with myself nor my family/friends who participated with me in this hobby. Small calibre gunfire does not have a big enough shock/impact to really affect bystanders. Interestingly, I dislike shooting in an indoor range, because so much of the shot is radiated back to the shooter and bystanders. Where in an open air range that impact goes up in the air and away.
Risk of lead exposure is very real though. A friend almost passed away due to too much shooting in an indoor range with poor ventilation. After some serious negative personality changes and other related symptoms he was finally diagnosed with nearly acute lead poisoning. Lead bullets basically vapourised when they hit the backstop, so the dust that's kicked up is very nasty.