Journalist Don Lemon said Monday that he offered to turn himself in days before his arrest last week, but he was instead detained by federal agents in order to “embarrass” him. Lemon appeared as the headlining guest on “Jimmy Kimmel Live” Monday night and talked through the night of his arrest at a Beverly Hills hotel he used as a base during his coverage of the run-up to Sunday’s Grammy Awards. Lemon, an independent journalist who is a former anchor for CNN, was arrested Friday in Los Angeles