It’s possible to generate a Spotify Canvas (a 7-second video without audio or lyrics), and synced lyrics are not required for this format.
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For all the other formats that require lyrics, you must first add and synchronize them, then save the changes.

If you want to learn more about how to sync your song correctly, please refer to this article: how can artists add and synchronize lyrics on Musixmatch Pro?
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Once this is done, when you select your song in the tool, you will see the following message: