Lead is found in soil worldwide, result of leaded gasoline. So plant foods absorb some of that lead, and pass it on to any animal that eats it.
Good point. It is a lot higher adjacent to busy roads. In countries that haven't used leaded gas for a while, the ambient lead levels are dropping. For example, in America, the average lead levels in humans have dropped a lot in the past several decades. As far as I know, they are still using leaded gasoline in China. There was a case of lead contamination in tea that was traced to the exhaust of a truck that was used to grind the tea by driving back and forth over it. (great...)
Nearly all fish oils are vacuum distilled, so lead contamination is not likely to be a problem in that case.