Status: Fixed for next update.
Checked other possibilities; the only one I could notice would be a splatter in a level with the Rising Water gimmick in effect, if the water rose to where the lemming was splatting before the animation finished.
Put an exit on the water, no terrain under it. Then have a swimmer swim to the exit. Instead of the lemming exiting, it just merely screams "yippee" when they are at the trigger area of the exit, and just swims past it.