I can't tick "lyrics"... Why?
Because the Album Tagger retrieves info from the providers you set in Preferences/Tags (2), i.e. Musicbrainz, which doesn't include lyrics. Lyrics providers are set as a different source.
You can, however, tick both "auto-retrieve missing lyrics for the playing track" and "and save without prompt", in that same menu. I also recomment you use the Lyrics Reloaded! plugin if MusicBee alone finds the wrong ones, or none, too often.