There is no way to get them back, yet. They only show up on the lockscreen. You could try this though:
1. Swipe over to "find music" section
2. Search for the artist you need
3. Play any song from the store. This will take you to "now playing", and will play a 30 second preview of the song.
4. From the "now playing" menu go to the "3 dots" menu and select "add to".
5. Then select "collection".
*6. Then go to your collection, browse to that artist and open it. Your back ground SHOULD show up here if it didn't show up after step 5.
**7. Play a song from your collection, which then takes you to the "now playing" menu, and now a background should show up if it didn't after step6.
Repeat these steps for each artist. Inconvenient, but the only way.
*6 & 7 usually isn't necessary, but sometimes you need to do them. XBM works in weird ways!!
Edit: You DO need an XBM pass. If it's not available in your region, just go to xbox music and change your region to US. Worked for me. I'm also from a non-supported zone.