Solution:

Let $L=\operatorname{lcm}(1,2,3, \ldots, n)$, and let $E=L\left(1+\frac{1}{2}+\frac{1}{3}+\cdots+\frac{1}{n}\right)$ denote the expression.

In order for $n$ to be quixotic, we need $E \equiv 0\ (\bmod\ 5)$ and $E \equiv 0\ (\bmod\ 9)$. We consider these two conditions separately.

Claim: $E \equiv 0\ (\bmod\ 5)$ if and only if $n \in\left[4 \cdot 5^{k}, 5^{k+1}\right)$ for some nonnegative integer $k$.

Proof. Let $k=\left\lfloor\log _{5} n\right\rfloor$, which is equal to $\nu_{5}(L)$. In order for $E$ to be divisible by $5$, all terms in $\frac{L}{1}, \frac{L}{2}, \ldots, \frac{L}{n}$ that aren't multiples of $5$ must sum to a multiple of $5$. The potential terms that are not going to be multiples of $5$ are $L / 5^{k}, L /(2 \cdot 5^{k}), L /(3 \cdot 5^{k})$, and $L /(4 \cdot 5^{k})$, depending on the value of $n$.

- If $n \in\left[5^{k}, 2 \cdot 5^{k}\right)$, then only $L / 5^{k}$ appears. Thus, the sum is $L / 5^{k}$, which is not a multiple of $5$.
- If $n \in\left[2 \cdot 5^{k}, 3 \cdot 5^{k}\right)$, then only $L / 5^{k}$ and $L /(2 \cdot 5^{k})$ appear. The sum is $3 L /(2 \cdot 5^{k})$, which is not a multiple of $5$.
- If $n \in\left[3 \cdot 5^{k}, 4 \cdot 5^{k}\right)$, then only $L / 5^{k}, L /(2 \cdot 5^{k})$, and $L /(3 \cdot 5^{k})$ appear. The sum is $11 L /(6 \cdot 5^{k})$, which is not a multiple of $5$.
- If $n \in\left[4 \cdot 5^{k}, 5^{k+1}\right)$, then $L / 5^{k}, L /(2 \cdot 5^{k}), L /(3 \cdot 5^{k})$, and $L /(4 \cdot 5^{k})$ all appear. The sum is $25 L /(12 \cdot 5^{k})$, which is a multiple of $5$. Thus, this case works.

Only the last case works, implying the claim.

Claim: $E \equiv 0\ (\bmod\ 9)$ if and only if $n \in\left[7 \cdot 3^{k-1}, 8 \cdot 3^{k-1}\right)$ for some positive integer $k$.

Proof. This is a repeat of the previous proof, so we will only sketch it. Let $k=\left\lfloor\log _{3} n\right\rfloor$, which is equal to $\nu_{3}(L)$. This time, the terms we need to consider are those that are not multiples of $9$, which are
$$\frac{L}{3^{k-1}}, \frac{L}{2 \cdot 3^{k-1}}, \cdots, \frac{L}{8 \cdot 3^{k-1}}$$
Similar to the above, we need to check that the sum of the first $j$ terms is divisible by $9$ if and only if $j=7$. There are $8$ cases, but we could reduce workload by showing first that it is divisible by $3$ if and only if $j \in\{6,7,8\}$ (there are only $L / 3^{k}$ and $L /(2 \cdot 3^{k})$ to consider), then eliminate $6$ and $8$ by using $(\bmod\ 9)$.

Doing a little bit of arithmetic, we'll get the first $10$ quixotic numbers: $21, 22, 23, 567, 568, 569, 570, 571, 572, 573$.