The mushrooms themselves are probably harmless, however they might be a sign that the soils too damp. Citrus like loose airy soil, if the soil is too dense or soggy their roots can suffocate.
I usually use a "near hydroponic" potting medium made of three parts perlite, two parts fine pine bark, one part peat moss for my citrus. The advantage is that it's nearly impossible to over water, it does have a downside of being nutritionally barren, so most nutrients have to come from fertilizer.
All that being said, that lime looks pretty happy. So I wouldn't worry unless it starts dropping leaves and having the branches die back.