Can you suggest me a plant I can grow inside from the seed which might become a bonsai in two decades?
Hm.. Not sure. Have a look al Albezia. I think they can grow indoors. Problem that you have that it is not just indoors. But also in Dubai. I suspect your house is above-average dry. So I would be tempted to look at species that do well in dry tropics. Some species of semi-succulents from Madagaskar I found suitable for bonsai, but I do not remember their name..
If your plants were burning and the lamp is above them, then the burning would happen at the top of the plants, which is not the case, could you be over watering the plants? Also there is no such thing as bonsai seeds.
Thanks for the suggestion! Maybe you are right, I am over watering it. I'll try to reduce the amount of water. Let's see.