No harm to the plant, and it's not likely to bloom like that again.
If you have ever seen the fantail willow, Salix sachalinensis 'Sekka'. this is an example of a plant that almost always fasciates.
The lily experts on here will probably know more than I, but from my understanding, the cause of fasciation is not known for sure. It usually happens on more mature lilies, and usually lilies under good culture. I think one theory is the lilies are growing so fast several stems combine into one. You'll see lots of flowers on it, too. I tseems genetics has a role in it.
Other people think it's a result of frost damage, chemical damage, or a certain period where the bulbs are just ready to split, and great growth occurs.
But it should not hurt the lily in anyway, so just enjoy.
