If your low temp is 25 F, you only really need to go up a few degrees, and stop ice formation on the plant, to moderate or prevent frost damage. I am in a Citrus growing area, and we get occasional lows like that. Since it is not a tropical plant that you need to keep well above freezing, it looks like an economic strategy.
Have you thought of installing a stop start thermometer to monitor the overnight temp in the protection. You can probably get a phone App on an old phone to do the same ?
Since you are already using Christmass lights, and have real lemons on the way, don't forget to enter your tree in the Neighbourhood Xmas display competition, sounds like a winner.