Bug in iTunes: : Album artist tag not being saved when converting from WMA...My iTunes library is a mess!
I know its been over a year since you made that comment but I have had the same problem and couldn't find an answer on-line.
The reason the tags wont save is because the file attributes are set to Read Only. Simply select all the files in a folder, right click and go to properties, remove the 'Read Only' check box. fixed the problem for me. Has nothing to do with the format of the file as people previously thought.
Hopefully you figured it out and didnt have to manually change all the tags.