You can leave them in the containers. However as the trees grow larger they will need to be moved into larger containers.
It is not unusual at all for citrus to drop fruit. This is usually due to a young plant that is just not ready to set and mature a full crop load, but can be aggravated by drought, soggy soil, poor pollination and other stresses.
Keep their soil moist and fertilize with a light application of a complete product every month or two during the growing season.
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