PURPOSE: This randomized phase III trial is studying observation to see how well it works compared with lenalidomide in treating patients who are in complete or partial response after receiving previous gemcitabine hydrochloride or doxorubicin hydrochloride liposome for stage IIB, stage III, or stage IV cutaneous T-cell lymphoma or stage IIB, stage III, or stage IV mycosis fungoides/Sézary syndrome.