Sounds like a nutrient deficiency or over-watering. Could also be sodium toxicity or boron toxicity, though that would be rare.

Can you up upload a picture or two? What kind of fertilizer and soil are you using... is it miracle grow citrus and palm?

From reading your post, I assume that you are cultivating all of your citrus seedlings with the same care, and nutrition. Therefore, I doubt that the lemon's problem is due to a lack of nutrition. Lemons grow well in areas such as the California coastal areas, where the weather does not become too hot. Therefore commercially, lemons are not grown inland in the California desert areas. Metal Halide lamps generate a lot of heat. How, hot is the leaf surface temperature of your lemon, when under the MH light?

I actually took a picture with the intention of posting it. Unfortunately, probably due to Oldtimer's, I can't figure out how to upload it. I used Miracle Gro Citrus and palm for all the seedlings, and have not fertilized any yet. I'll try moving them to the edges of the light and see what happens. However, they don't appear to be burned...

Waldie, of course your leaves are not actually burnt. Have you ascertained the temperature of the lemon's leaves? Also, you have been fertilizing your citrus seedlings all along. The Miracle Grow you are using contains the following fertilizer ingredients:

Potassium Sulfate
Ammonium Nitrate
Ammonium Phosphate
Calcium Phosphate
Iron Sulfate
Bone Meal
Animal Manure

Silica, Most of the citrus seedlings are now 4-6 inches high. The lemons only have four to six leaves and are an inch or two high. I haven't fertilized at all yet - should I? I planned to use a citrus fertilizer eventually. How would I find the temperature of the leaves?