This is why I embed all my album art...
Also embedded cover art must be cached as thumbnails. It would be too slow to read hundreds or thousands cover art images from the individual disk files when the views are browsed.
But when have scrolled every album, all covers are loaded and stored somewhere in the database. When I start MC next time, all covers are available immediately. Why can't this first reading be done automatic without scrolling manual?
Thumbnails are small and fast cached copies of the images. By default, MC creates thumbnails on demand during browsing, but it is possible to build them beforehand: Tools > Options > Tree & View > Thumbnails > Build missing thumbnails...
It is also possible to configure Auto-Import to automatically build thumbnails for the imported files.