It's probably because those files are really tagged with the art in a way that the N9 recognizes. I can tell you why but that's all complicated stuff. Just add album art to the files by using "mp3tag" (it's free to download) and then put them on your N9. I've got thousands of songs on my N9 with album art. They all show.

@stratax...that's the way most music players work. Iphone, itunes, etc. If there's a difference in upper or lower case the albums are not looked at as the same. Only makes sense.