Inside under light is obviously a very different environment than outside. While leaves can adapt from inside to out, it is tough on them. Way easier is to grow new leaves in the new environment. This is true for pretty much all plants, not just lilies.
Building on this concept, one can understand that a tomato or zinnia has an easier time adapting, because they grow lots of new leaves during the process.
Nearly all lilies, including the ones we grow in the USA, exhibit a "dormant"* stage when they retreat back into the bulb to prepare themselves for next season's growth. Many types have seedlings with the ability to cope with extended seasons as you are providing, but none will reach their potential with this one-season all the time scenario. Most would never bloom.
Now keeping in mind both of these ideas, this is the perfect time to alleviate both problems. Allow them to experience a cold "dormant" period, so they can complete their natural growth cycle and start anew next spring. Plant the bulbs out the first week of May, weather permitting, and new growth will automatically be adapted to the new climate.
Regarding martagons, I do, and you might grow them outside in pots, but I wouldn't transplant them in the ground until at least most in the seed lot have whorled leaves.
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*Lilies don't go completely dormant like a tulip, for instance. Inside the bulb chemical reactions are taking place and important growth is actually occurring, although at a minute scale. Roots are growing, too, given the chance.
