People often mistake coincidence for causation. If you believe the chicken treats were responsible for the decline in egg quality, wait a few days, and repeat the experiment. If the eggs again decline in quality, you may then have reason to associate it with the treats. But you should wait a few days, and repeat the experiment a third time to confirm your suspicions.
If the heat lamp is creating a temperature much higher in the coop than what the chickens experience outside during the day, this is going to be a big stressor. Extreme temperature fluctuation is far harder on chickens than enduring constant cold.