Why don't you have lyrics to PSB songs on your website?

Two reasons: (1) they're readily available elsewhere, most notably at the official Pet Shop Boys website, and (2) it's technically a form of copyright violation. I certainly don't pass any moral judgments on anyone else who does it, but it's just something that I personally don't want to do. Besides, I know of at least one other fansite webmaster who was contacted by lawyers demanding that he remove the lyrics he had posted. Needless to say, he did. And, just as needless to say, I don't want to have a similar experience.