RATIONALE: Observation is watching a patient's condition but not giving treatment unless symptoms appear or change. Lenalidomide may stop the growth of cancer cells by blocking blood flow to the cancer. It is not yet known whether observation or lenalidomide is more effective in treating patients who are in complete or partial response after receiving previous gemcitabine hydrochloride or doxorubicin hydrochloride liposome for cutaneous T-cell lymphoma or mycosis fungoides/Sézary syndrome.