Confirmed.
I saw the message in the image tag in the Tag Window change from "inside file" to "unable to load image file" or similar when I played a WMA file to BubbleUPnp, and then change to "no image".
But there may be some special conditions to reproduce that:
Playing in Original Format to the DLNA Renderer.
The image is inside the file before starting playback, but it may have been placed in there before changes to MC around WMA tagging.
There may be special conditions for the capabilities of the Renderer.
For one of the affected files, if you turn on "Options > File Location > Cover Art > Also store image in the file's tag" and then run "right-click > Library Tools > Update Tags (from library)", then play the file is the Cover Art removed again? It was for me, although I had trouble just playing the files in Original Format because I don't have a good DLNA Renderer that isn't on my phone.
Tagging for WMA has been updated I think in the past, to standardise it a bit more. Maybe that has changed the way image tags are saved in WMA files, and made old files incompatible. But this does appear to be a bug.