You told MB to use "Cover.jpg" (in the folder where the music files are located) as your primary art preference. Therefore, if all or many of your files are in the same folder, and there is a Cover.jpg in that folder, that Cover.jpg will show up as the artwork for those files.
Artwork.* is your secondary preference. Front.* is your third. etc. If any of those files are present in a folder with a music file, they will be used as artwork for that file.
Set artwork preferences that are appropriate to the way your artwork is actually stored.
Have a nice day!
A smile is happiness you'll find right under your nose.