Not sure if it would help, but something you can try.
OPTIONS/FILE LOCATIONS/COVER ART/AUDIO MODE (In the same folder as the file as folder.jpg)
I'm just moved over from MCE and set mine up like that because that's the way they did it and I'm used to it. Haven't had any "musical cover" issues ... so far, so maybe that does make a difference.
There's also an option to store the cover in the music file also, but not sure which formats that works with.
Also clueless as to which copy of a cover image takes precedence if all three options are enabled. I found the option I listed earlier after ripping maybe 20 CDs and since then, I do get the "folder.jpg" in the album directory for anything I add. Then again, the old ones are working fine. I do plan to "fix" the covers on the older rips ... as in make them like the new ones.
One thing that might be nice is to add folder location prompts to the installation wizard. I've been more or less stumbling over features when I get bored and start poking about the program.