I do not have MC store album art in folder. jpg but rather in the general cover art folder. But, as you report, MC does not always store the cover art in the individual track files. To store them in the files after importing the cover art from the clipboard, I click Cover Art again and select Get from Internet. That gives the option to use the cover art in the library and if you select that one it then puts the cover art into the track files. You will see a message at the bottom that it is updating tags for each file. You can confirm by looking at the Image File tag and seeing if it says Inside File. I have a smart list that checks the Image File and lists any tracks that do not have Inside File. I agree, it should put them in the track files automatically , but it does not seem to be. FYI - I am on MC 20, but I doubt it has changed for MC 21.