Lymphedema is swelling due to build-up of lymph fluid in the body. It usually happens in the arms or legs, but can occur in other parts of the body. I kind of doubt it's related to your compressions if you don't have swelling in the legs but then I'm not a doctor.

You might try the loose fitting diabetic socks since they are pretty comfy and don't squeeze your legs like normal socks.

Have you tried elevating your feet above your heart for about one hour each day? It works for me.

It could be just the elastic is strong in the sock and they are tight. Sometimes it’s evidence of some fluid retention…which can in early stage not be real visible to untrained eyes. One thing to look for is to take your finger and press along inner side of shin bone in various spots…if it leaves an indentation that lingers after pulling your finger away…it means there’s some fluid. There are many causes such as heart / valve trouble, venous problems…and even high blood pressure meds.
Your doctor is the one to check with. Best wishes.