MusicBee certainly doesn't phone home or anywhere else in the malicious sense of the term. However, it does request information from various internet services.
Even if you already have album artwork and lyrics it might still be looking for artist images or biographies, scrobbling play progress to Last.fm, getting a list of similar artists if you ask for a recommendation... etc.
I'm pretty sure MusicBee only does that when the current view or playing mode requires it, but without knowing exactly where the traffic is going it's hard to suggest exactly which feature it might be.
It was discussed in more length in a thread about twelve months ago, but I can't find it.
Bee excellent to each other...