This was from the Mandala site.

"Sometimes the seed hull and the inside skin is still attached to or enclosing the leaves. This happens if the seed was not planted deeply enough. Usually the seed hull is detached as the seedling emerges through the substrate." Germination Troubleshooting Guide

It makes sense to me, that the friction between the seed and the dirt while growing upwards would have some effect on detaching it from the cotelydons...

Then again, Rusty makes a good point... Hey shit happens, nothing you could to about it.