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The decreasing uncertainties in theoretical predictions and experimental measurements of several hadronic observables related to weak processes, which in many cases are now smaller than $\mathrm{O}(1\%)$, require theoretical calculations to include subleading corrections that were neglected so far. Precise determinations of leptonic and semi-leptonic decay rates, including QED and strong isospin-breaking effects, can play a central role in solving the current tensions in the first-row unitarity of the CKM matrix. In this work we present the first RBC/UKQCD lattice calculation of the isospin-breaking corrections to the ratio of leptonic decay rates of kaons and pions into muons and neutrinos. The calculation is performed with $N_\mathrm{f}=2+1$ dynamical quarks close to the physical point and domain wall fermions in the Möbius formulation are employed. Long-distance QED interactions are included according to the $\mathrm{QED_L}$ prescription and the crucial role of finite-volume electromagnetic corrections in the determination of leptonic decay rates, which produce a large systematic uncertainty, is extensively discussed. Finally, we study the different sources of uncertainty on $|V_\mathrm{us}|/|V_\mathrm{ud}|$ and observe that, if finite-volume systematics can be reduced, the error from isospin-breaking corrections is potentially sub-dominant in the final precision of the ratio of the CKM matrix elements.