I believe that Lee is fine. Everyone goes through cold streaks (both on and off the ice). We see this everyday as a student, professional, etcetera.
If he is still like this by the end of the year, then people can hit the panic button.
Lee also brings intangibles to the table that were borne by previous leaders in the NHL. As an example, look at how he started "Kancer Jam". From an involvement perspective, he is certainly very passionate about his role in the NHL (again not exactly the easiest trait to find).
Even if he is off to a lukewarm start, he still remains a leader. You would be hard pressed to find this exemplified by other NHL captains when they disappear for portions of the season.