It's like saying it has an advantage, in the given situation.
I believe the term comes from horse races. The horse that is winning is "in the lead," meaning the are leading the pack of horses. Thus, to put someone in the lead means to put them in the winning position. To "have a lead" over someone means you are leading them, meaning you are beating them.
Thus, "having a lead" is an advantageous position. To have a "healthy lead" means that your advantage is very strong, or that you are very far ahead. We do not say to have a "sick lead," (unless, it is meant in the colloquial sense, which then also means "good lead").