There are grow lights that can keep this healthy until you can get it outside. I have grown a Chinese elm indoors throughout the winter with the HLG lights. But they are expensive specially if you just want to use them to keep a tree alive for a couple months. Not all “grow lights” can give this the energy it needs. I don’t think it dropping the old leaves is a major concern as it is growing new shoots currently. It’s using the energy it has. Hopefully the lights you have can sustain it until you can get it outside. I’ve had elms hold there leaves throughout winter and drop them in spring when it starts growing new shoots. Similar to what you are seeing. But I don’t think that would happen in Ohio due to how cold it is.
It is actively growing and you probably only have a couple more months until spring. Hopefully this is a good learning experience for you.
At the end of the day I have no idea why the nursery has elms in it’s greenhouse. Waste of space it seems.