Oops !
I agree, the lamp itself shouldn't be magnified. I once had a similar incident with my old magnifier lamp, but the light source was the sun, shining through the window near the lamp, and focusing, though the lens, onto a sheet of paper. Caught it in time, and then moved the lamp to a different place on the desk.
I also noticed an overhead light sometimes "caught" the lens, but the worst that happened with this was a very light singe mark on paper, although it's wise to be cautious !