I believe this is the way it is at the moment....
it as been requested that this be changed... but I would not count on it.
What I'm doing is slowly but surely adding album art to all my cds and if none can be found, I'm making my own with the title name and some spiffy graphic from a google image search.
I make sure I have album art and lyrics (if I like the artist enough) before syncing it to the ipod.
Keep in mind if you change the tracks later on on MC, you'll have to remove them manually in the ipod or they will A) no be re-synced, or B) end up with duplicates.
Don't get me wrong despite these shortcoimings, MC rocks.
So don't be too hard on MC this program is well worth the investment in time and money to manage your media.
I have since uninstalled Itunes, re-initialized the ipod for use with MC, and now use it exclusively.
(by the way, I also use Synctoy (free file sync program from Micro$oft) to backup all the media to an external drive.