1. Doctors don't appear to even think about lead poisoning unless you give them big fat clues like "My job is scraping lead paint off a bridge." What they don't think about, they don't ask about, just like everyone else.
2. The patients presenting with psychiatric symptoms that could be caused by lead poisoning are much more likely to be near the poverty line than a random sampling of people with stress and depression. Insurance companies are not likely to pay for lead blood tests unless they see a good reason to do so, and poor people are much less likely to have insurance in the first place.