Hard to say for certain, but I think it sounds like no problem. Indoor lights are far less instense than sunshine so the only leaves that get decent light are closest to the light source. The lower leaves are far away from the lights and also get shaded by the upper leaves of the plant, so the plant conserves resources by dropping the lower leaves that are in shaded weak light and puts its resources into the upper leaves that are in stronger light.

Yes, I agree with DON, if you are growing indoors, I think lighting is probably the problem. However, even if the leave at or above the pepper fall off, I dont think the pepper pods themselves will be affected....that is if it is a light issue. Getting some light to the sides might help...maybe some type of reflection system. Also, spreading your plants out a bit might help too. Or, better yet, get them a little real sun...Unless you are in Australia or the artic circle, this is the heart of the growing season outside. If you got that route, just make sure you harden your plants off properly.

Maybe a photo of your grow setup will help.
Bruce