While every metal is conductive, there is a lot of variability in how well they conduct. IIRC lead is a pretty terrible conductor and would have possibly been common enough in ye olden times.
BUT - Doesn't whatever is in the windings have to have some magnetic interactivity too? Like, I know copper doesn't attach to magnets the way iron does, but it still interacts in other ways (like a magnet falls very slowly through a copper pipe, for example). Do all (or most) metals do this too and I'm just not aware because we typically use copper for all these types of things? Or does it not matter because the conductors are making an electromagnetic field and the base magnetic properties of the windings don't matter as long as they conduct? (is how much they interact with magnetic fields related at all to how good of a conductor the material is?? Are you an Electrical Engineer or some type of materials scientist that can answer all of my random questions??? lol)