This trial is testing if adding two drugs, tafasitamab and lenalidomide, to an existing treatment (rituximab) is more effective than just adding one drug (lenalidomide) for patients with certain types of lymphoma that have returned or not responded to treatment. The drugs aim to better target and destroy cancer cells while boosting the body's immune response against the cancer. Lenalidomide has shown activity in various lymphoma subtypes, including diffuse large B-cell lymphoma, and is often combined with rituximab for enhanced efficacy.