To add to this you can powder coat your cast lead bullets and load them hotter than just lead and lube alone can handle. Powder coating also means less barrel fouling and you can make your bullets look like brightly colored candy.
Edit: For anyone interested Full Lead Taco on bitchute has some good videos on bullet casting and powder coating
You really can't go wrong with either. A M9 was my first pistol and the only downside is it can be difficult to carry due to the size. I carry a CZ P-10 C these days, and I enjoy shooting my mother's CZ RAMI from time to time.
From looking at the bullets I have recovered after shooting they appeared to engage the rifling just as well as jacketed bullets. Cast bullets can't be pushed as hard as a jacketed bullet, but powder coating allows you to push it a bit harder. In my experience if cast bullets powdercoated or otherwise get pushed too hard they can "smear" in the rifling an will result in rapid barrel fouling and tumbling bullets.