Failure of the cotyledons to shed the seed coat is usually caused by one of 2 issues - overly shallow planting (real common with mechanical or other methods of bulk seeding seeding) or using old seed. Insufficient soil moisture levels while germinating can also play a lesser role. With first, portions of the cotyledons will be exposed. In the second the entire head of the plant may remain contained with only the stem showing.

That said there is no reason for the issue to kill the plant and in most cases they are easy to remove IF any of the cotyledons are exposed. Some recommend the use of misting and tweezers or sniping them off with scissors. But the most effective method is to just dab a bit of your saliva on the seed coat. The enzymes in saliva dissolve the seed coat.

Dave