Musicbee stores the rating in the Name: RATING / Tag: POPM tag for MP3s (using the 0-255 scale) and in the Name: RATING / Tag: RATING tag for Vorbis (FLAC) using the 0-100 scale. Both of these are standard.
Your player will need to read these tags in order to make use of the ratings.
Also, as far as I know, enabling "write tags to file" doesn't do anything for previously rated songs. It only applies to songs you rate after applying the setting. I'm fairly sure it doesn't retroactively go back and tag all of your songs (if any) where the rating was originally stored to the database.
A smile is happiness you'll find right under your nose.