Cortana can fetch lyrics for songs is known to us but it had some limitations. It won’t show the full lyrics and usually show only some lines. But, now it shows full song lyrics. So, you can enjoy the music and understand the song too.
Though, on quickly checking the functionality seems limited to US Beta version only. Microsoft has been really slow in bringing anything new to the Alpha versions of Cortana, anyways. Hopfully, the GDR2 update brings upgrade to Beta for Alpha Cortana countries like India, Australia and Canada.
Thanks Richie for the tip. Cheers!!