This is normal and of no concern.
The cotyledons are not leaves in the true sense, their purpose is to protect the meristem/growing tip from damage as it pushes through the soil to the surface, before peeling back and exposing the first true leaves, the serrated ones, to sunlight, and to then begin on the journey of life.
Quite often the first pair of single bladed serrated leaves will die early too, they seem to be "designed" to provide energy for the roots to begin growing, and once the second and third multi bladed leaves appear, they seem to say "ok, the bigger multi bladed leaves are here now and producing much more energy than I can, my job here is done" and will then die without apparent cause, and again this is normal and no need for concern.
Hope this helps,.........
Organoman.