Well so long as he is passing yellow poo, mums udder is ok and firing on both cylinders (check by upending her and making sure!!!), he is not hollow sided, does not have a damp watery looking mouth, is sucking well etc I personally would not worry.....some lambs are more laid back than others! You can get too hung up on lots of things and if things look ok and he is feeding I would leave well alone!
My sheep are lambing out this year and I'm not penning unless pouring with rain, as being primitive types (Ouessants) they get more stressed by being penned than by not!!!