I think its fine to eat lean meat, but we need to remember that eating like we do today is different from how our paleo ancestors did. They ate the whole beast including marrow and various organs which do contain a lot of fats. If you aren't eating lots of organ meat and marrow and such then you probably should eat fattier cuts or add fats to your diet.
I've brought this up in a previous post but Cordain on page 101 of The Paleo Diet talks about 'rabbit starvation' wherein a person consuming large quanities of lean meats taxes their liver which can't eliminate all the nitrogen.
I believe this taxes your liver only when eating super lean stuff i.e. rabbit meat but it doesn't tax your liver if you add fats or eat fatty cuts.
Vilhjalmur Stefansson from Wikipedia on fat-hunger:
The groups that depend on the blubber
animals are the most fortunate in the
hunting way of life, for they never
suffer from fat-hunger. This trouble
is worst, so far as North America is
concerned, among those forest Indians
who depend at times on rabbits, the
leanest animal in the North, and who
develop the extreme fat-hunger known
as rabbit-starvation. Rabbit eaters,
if they have no fat from another
source—beaver, moose, fish—will
develop diarrhoea in about a week,
with headache, lassitude and vague
discomfort. If there are enough
rabbits, the people eat till their
stomachs are distended; but no matter
how much they eat they feel
unsatisfied. Some think a man will die
sooner if he eats continually of
fat-free meat than if he eats nothing,
but this is a belief on which
sufficient evidence for a decision has
not been gathered in the North. Deaths
from rabbit-starvation, or from the
eating of other skinny meat, are rare;
for everyone understands the
principle, and any possible preventive
steps are naturally taken."
Related: http://paleohacks.com/questions/9765/how-much-protein-can-your-body-absorb-in-a-meal#ixzz13UsnCW2e