Because citrus are often polyembryonic it is common to get multiple sprouts from a single seed. I remember people posting occasionally asking if they must be separated early, carefully, and so on. Same goes for community pots with many seeds in one container.
I was never really sure about it until now as I always killed the weakest sprout in each tray plug (by cutting the stem down with scissors) because that is what I had always done with things like tomatoes and peppers. However, this year I had a batch of citrus seedlings that I ignored because I intended to throw them away, and was only growing to try to confirm the type.
Anyway, they were extremely easy to split, they came apart effortlessly and were not really attached in any way. So I see no reason not to let them all grow if you want as many seedlings as possible. The multi-embryo seedlings are just as healthy as the singles in my tray.