Should you chemically treat wood that is outside and under a roof?
No it is not dangerous to build houses with treated wood.    However treated wood will need different braces and fasteners to prevent rust.  Also treated wood has a lower load rating than non treated.

Wood is chemically treated for moisture resistance or for fire prevention.  If your house doesn't have excessive moisture or fire issues it probably does not have chemically treated lumber.  

Also the black dots you describe seems like Artillery fungus to me.  This is a very very slow moving fungus that makes its way through wood.  I don't think it matters if the wood was chemically treated or not.   If it were my house I would scrape the fungus off and clean the area.