What does the Image File library field say? Is the field value "Inside File" ?
You can add the Image File field to "Action Window > Tag" or as a column to a list view. The latter would be better because it can display the field values of many files.
Also, could you explain what exactly you mean by "I have no Cover Art?"
For example:
- not visible at all. No cover art images can be seen anywhere.
- not visible in the "cover art" display visualization during playback, but visible in the Standard View as thumbnails.
- not visible in standard library views, but visible in the "cover art" display visualization.
- not visible in Theater View.
- only some of the files don't have cover art.
- or something else, please explain...