Lyx: How to add option to package automatically load

A workaround for this problem would be to add hyphens to the document class options, in Document --> Settings --> Document class. Any options added to the document class will also be applied to all packages loaded later.

According to this answer, LyX 2.2 now supports putting into Document > Settings > Local Layout:

PackageOptions url hyphens

I have successfully used this with todonotes, but haven't tried it with your specific problem.