In the given options, the organisms that lack a cell wall in their cells belong to the animal kingdom. Animals are multicellular organisms that have cells without a cell wall. Unlike plants, fungi, and bacteria, animals do not possess a rigid cell wall surrounding their cells. Instead, animal cells have a cell membrane that encloses their organelles and cytoplasm.
The absence of a cell wall in animal cells allows for more flexibility and movement, which is crucial for the diverse functions animals perform. This characteristic sets animals apart from organisms in other kingdoms like fungi, plants, and bacteria, which have cells with cell walls made of different materials such as chitin in fungi, cellulose in plants, and peptidoglycan in bacteria.
Therefore, the correct answer to the question "In which kingdom do all organisms have cells that lack a cell wall?" is animals.