Depending on all sorts of strange fluid dynamics, accelerating an airstream through an opening and having a leak could theoretically produce an outflow rather than an inflow, which is quite counter-intuitive, for sure.
I've found that the end of the hose can still twist off despite the best efforts of the connector, especially with heavy use as a cleanup wand.
All that said, unless the baseboards were once painted and now bare wood, the amount of lead dust created by this task is likely less than the amount of lead dust created when the paint chipped in the first place.
So, yes, use HEPA, be careful, etc, but vacuuming up some old paint chips doesn't sound like a full on Remediation project unless the project also includes stripping the rest of the old paint. If anything, the use of a beater brush would cause more issues with creating dust than just using a hose and brush or some sticky tape.