The only thing I can find is that dogs can be attracted to the white of skin of the lemon. Its also the same reason they use the this in oranges and lemon as the smell base for natural flea remedies. However- I have no idea why your dog would want so much of it, as it doesnt contain a mineral your dog would feel they need.
I think its just a very smart, self invented game. We have black walnut trees, and Femka likes to gather them. I dont obviously let her eat them though. She also like acorns. ..