220v lamps coming off the switched SSR lines will work fine. SSRs leak current, not voltage. They leak a very miniscule amount of current, too. Your multi-meter might show it as 40V, because the meter needs very little current to register a voltage.
When the current leaks through the SSR, it will see two paths that it can go on. One is the lamp and the other is the heating element. Current favors the path of least resistance, which is the heating element in this case (a few Ohms on the element, tens of 1000's of Ohms for the lamp). The vast majority of the leakage current will go through the heating element and your light will work exactly like you want it to.