But does each individual file have the album art or are you saying that the Music app is just using the cover art to represent the album folder? This issue has been discussed many times in the past.
If the album art is not embedded into each file, when you take that file to another program or use in a car for example, the art is not going to display unless it is embedded. You can easily tell if the art is embedded by using the Get Info command on the file in the Finder (although not accurate in Catalina for AIFF) and it should be there. The iTunes and Music app can also show the art for individual files. I explained this previously here: