Technically, 'lean' means without a covering of fat, yes. But the buyers may have meant that the lambs were healthy enough but hadn't enough
meat covering their skeleton, and that's a different thing.
If you can get yourself to a show where Eblex have a stand, go and have a play with their models and get their staff to take you through how to grade your lambs.
A given lamb will have an optimum conformation it can attain, as a result of its breeding. Whether or not that lamb attains that optimum conformation depends on nurture. Grass only will mean it may never make as much muscle as it could, and that could make 50p/kilo deadweight difference, or around £10 on a 40kg liveweight lamb. Keeping it longer on grass may improve it - but then it may become oversize. The best prices per kilo are always for 38-40kgs, and at over 45kgs liveweight you may get less per head for a larger lamb than a smaller, bizarre as it seems. Feeding concentrate will usually put muscle on a well-bred lamb, but too much cake, and/or cake for too long and the animal lays down fat. Too much fat will be penalised harder than not enough muscle.
If you are happy enough with the prices you are getting for them at 40kgs off grass, I'd keep on doing that.