Spells do only what they say they do
Being blocked by lead isn't something that detect magic's description says it will report to the caster, therefore it does not report the fact to the caster.
Detect magic does say that the spell does not reach beyond an appropriate piece of led, so it does what it says: nothing at all.
The spell can penetrate most barriers, but it is blocked by 1 foot of stone, 1 inch of common metal, a thin sheet of lead, or 3 feet of wood or dirt.
The spell itself is non-functional beyond such barriers, and its description includes no “detect barrier” function even within its area of effect.
The impossible citation
Sadly, there are no rules written in D&D 5e that say that the absence of rules as written to create an unusual effect does, in fact, mean that no such effect is created. So there's no possible in-rules citation to that pragmatic truth within the text, and only our shared understanding of how communication works can be cited.
The fact that spells only do what they say they do is also sadly not citable in the rules themselves, as it's a basic principle of writing and reading statements that dates back beyond its own documentation. As a principle it was well-recognised enough to name it, by readers of William of Ockham (1287–1347), who applied this fact of reasoning to various subjects in his works, and posthumously named the principle after him as Occam's razor. (It's so named because, like a razor, it cuts away gratuitous suppositions and facts that are unnecessary to establish a correct understanding of something. In this case, Occam's razor cuts away any extraneous need for the text of D&D 5e to include instructions that it should be read in the usual way that instructions are read.)