Thought I would make a comment about a topic that was a big deal to me!
I experienced all the pain with xbox music since I jumped on board with Windows phone. I have found a solution that works! I not only wanted the album artwork. But, I also craved for all of the artist information that xbox music provides. I started the same way as everyone else. Album artwork occasionally showed up when I synced with my PC. I noticed that I had one band that would show the artwork & band bio (etc) every time I tried to sync?
The solution to get every album, and all of the xbox music band information to show up.
1. Media Monkey (I know, pain in the ***) Note: This can be a last resort if it doesn't read the meta data on the first attempt.
2. Sync with the Windows phone app (metro). Only syncing 1 band at a time. It seems to screw up when you try syncing multiple bands.
3. Now for the kicker... I'm not an xbox music subscriber. I added all of these bands to my "streaming collection" in the browser based xbox music. This will add their top 10 songs to your collection. I set xbox music to show all music (streaming included).
4. After the music is synced and showing up on the phone. I go back to settings and set to just show music on my sd card. Now when I click on a band, it still shows all of the album covers, artist bios, and bands that are suggested.
It's still best to use Media Monkey. Some people seem to make some crazy tags on music.
Hopefully this helps. It makes xbox music appear just as it does on my Windows 8.1 PC.