Nancy Marchand died well before Season 3 started filming, so if they changed the story arc that wasn't the reason. Considering it was only the focus of one episode, I don't think they had bigger plans for it. It was just a plot device to create intrigue with a funny twist at the end, that's all.
If anything, they provided a lot more resolution for the lamp than they did for a bunch of other major multi-episode arcs like Meadow's mentally disturbed roommate, or Melfi's rape which was just dropped as an issue.
The biggest disappointment with the lamp is that they didn't continue to use it for gag effect. It was all teed up that Meadow's relationships could have been revealed to the FBI before anyone else, which means the agents would have had all kinds of "keep a straight face" moments in their conversations with Tony. But the screen time was probably not worth wasting on that kind of sideline humor, considering how densely packed the scripting was already.