The evaluation visual display in Fritz 15 is broken for Lichess .pgn files. Lichess probably formats the .pgn in a different or wrong way so Fritz/Chessbase can't read the engine evaluation annotation data from a Lichess request analysis file.
[screenshot of Lichess .pgn with engine analysis and time data]
http://prntscr.com/gblmeo
[screenshot of ICC .pgn with engine analysis and time data]
http://prntscr.com/gbllr7
[screenshot of Lichess .pgn with engine analysis and time data]
http://prntscr.com/gblmeo
[screenshot of ICC .pgn with engine analysis and time data]
http://prntscr.com/gbllr7