Depends. I have had an alloy nipple fail, but I suspect that was in part due to the tyre sealant which had got into the rim. Generally not an issue in my experience. And I've never found any difference between good alloy nipples and brass in that respect.
Would cleaning up the white stuff and apply some oil help things? I don't think its a huge issue either unless things start seizing. Then perhaps a nipple/spoke replacement, but does the rim get messed up as well?
Nipple corrosion, how bad can it be?