Some of your cover art is probably stored in an external directory. Something like [Location of MC20 files]/Cover Art .
Those files are NOT copied over when you upgrade from MC20 to MC21. If you move the directory yourself, they should show up again. You can check the tags on some of the files that don't have cover art and see where MC is trying to find that cover art. THe tag you want to look at is [Image File].
Good luck.
Brian.