my guess is in line with Bobby's, I think your tank is overstocked. There are all sorts of compounds in our tank water that we don't test for that can get out of whack if the conditions are not optimized. Also, the damsel fish have a reputation for being very aggressive
This can also lead to a fish being stressed out. Stressed out fish can get sick. I say all of this based on general knowledge, since Ive never had a lionfish (though I think they're cool

)
My suggestion would be to
QT him and see how he does.