From the IB API spec:

this states "TRADES data is adjusted for splits, but not dividends".
For live algo history requests, as LEAN requests IB "TRADES" data from IB, then this will always return split-adjusted price data and not raw price data, even if the algo DataNormalizationMode is set to Raw, as is required by an algo using options, due to the greeks calculations.
Whereas for a backtest, a history request will always return raw price data if the DataNormalizationMode is set to Raw, regardless of any split events.
So for this scenario, this requires an algo to handle split adjustments itself but only when running a backtest that includes any split event.
I didn't look into the possible impact on option greeks calculations, but I suspect this is likely affected by this scenario.
I'd suggest that perhaps this is a further reason for supporting obtaining the live greeks from the broker feed.