I've just checked with my Software Manager and 'Lame', although available, is not installed. Something called 'libmp3lame0' is installed as is 'libtwolame0', the first is described as an mp3 encoding library and the other is described as Mpeg audio layer 2 encoding library.

I am not aware of having downloaded these myself. I assume that they were downloaded as part of the Audacity package or one of it's updates. Don't other operating systems do this?