yeah i have noticed this too
the music player only seens to recogniswe album art that has been embeddded into the mp3 id tag (i do this using media monkey on windows,not found a way for mac yet) but becuase the album arts are norfmal jpeg pictures they also show up in the photo gallery

still locking for a way maybe there is a file format extension spedcific to album argt that only the media player would recognise