From what I read on the robin. other message boards, and various places; it's a toss up on if they should be trimmed or not. 50% says to cut it to promote root growth and 50% says not to cut it. It's the same with full grown daylilies, some say cut the foliage at end of season and others say not to.
Since mine are grown outside from the get go I don't have your delimma. IMHO, if you need more room because they are getting too tall under the lights then I would cut them, but other than that I wouldn't.
I'm sure other more knowledgable people will chime in that start their seeds indoors.
