No warning when attempting to embed a a picture that outspecs ID3

[The Incredible Boom Boom]

That, I agree with you and sadly, I guess I'm using pretty much only uncommon music players because none of the apps I'm using except MusicBee and Foobar2000 (only most of the time for FB2K) manages to pull the linked photos. Especially when there's more than one (like the SMH compilation where there's the actual album art and a supplemental one for the deluxe version).
So far, neither my DMP, Plex, Emby, AirSonic and playing through DLNA manages to pull them.
Indeed, Plex should be supporting them and I've been in touch with them to check on what could I be doing wrong but when they get asked how to get Plex to pull linked cover art files, they just send « Don't, there's no reason you want not to embbed them. » as a supposedly resolving answers. Which, of course, doesn't tell much as to what to do to resolve the issue.
So, all that got me to switch to embbedding them in the music files and, this may be a coeincidence, but my MB database finally stopped to corrupt itself every half a year or so which was very relieving to not have to revert it with a backup each time.

It's my understanding that both AirSonic and Plex are folder artwork-capable, but I've never used either to personally attest to that. My statement was applicable more so to fully-featured programs like MusicBee, foobar, MediaMonkey, iTunes (lol), etc.

I use BubbleUPnP and haven't had any problems with it displaying the "folder.jpg" file, however the only (maybe I should say easiest) way to display other album artwork would be through embedding the images. The Sony and Samsung music players I've tried also have no problems with "folder.jpg."  Throughout the year and a half, I've been on a "journey" of sorts to keep my music experience as tightly bound to MusicBee as possible, so I'm afraid I'm not much help with regards to using other programs (besides BubbleUPnP) in conjunction.

[campfred]

It's my understanding that both AirSonic and Plex are folder artwork-capable, but I've never used either to personally attest to that. My statement was applicable more so to fully-featured programs like MusicBee, foobar, MediaMonkey, iTunes (lol), etc.

I use BubbleUPnP and haven't had any problems with it displaying the "folder.jpg" file, however the only (maybe I should say easiest) way to display other album artwork would be through embedding the images. The Sony and Samsung music players I've tried also have no problems with "folder.jpg."  Throughout the year and a half, I've been on a "journey" of sorts to keep my music experience as tightly bound to MusicBee as possible, so I'm afraid I'm not much help with regards to using other programs (besides BubbleUPnP) in conjunction.

Sorry for being very late with my response. I got a lot of back and fourth with the Plex team and things have settled now.

They were supposed to drop the album artwork file feature but they changed their mind after finding that a lot of their own developers + consumer base would have to migrate their libraries. Which obviously made things a bit hot in the email thread. But their next update rolling out with fixes for their new UI should have fixes to support back that format of artwork in a more official way in settings instead of dropping it. So, that's good.
When it comes to Emby, it apparently is an error and should have been working from day 1 but I'm apparently the only one in their base that noticed it. I guess it's good too as it's going to get resolved (hopefully).
AirSonic apparently have some containers (docker) that don't have all the features on there for some reason. So, I'll look up which I'm supposed to use instead and that will hopefully make it possible to use album artwork files.
Lastly, I found a patch provided and supported by the manufacturer of my DMP that can be applied to the firmware to start using album folder artworks. So, that should be good too.

Since most of my issues with album artwork files should be fixed in the upcoming year (I'm expecting some to take a very long time), I'd like to know two things :
1. Are you're aware of a way on MusicBee to mass convert artworks to that folder format? (Not needed right now, but would be good to know.)
2. Is there a way to make MusicBee ask how I want the artwork to be saved upon choosing the first album artwork of a file? (Right now, it just always embed the first artwork I drop inside.)

It is okay if there is none as my stuff still works well as is in embedded format except for that Home Alone example, but I'm putting it on hold until I find a solution for the second question. All my next imports will be using that format when possible.
But it's out of curiosité in case there's a thing that requires me to migrate my whole library to one single format. You know, being prepared in advance if ever need be.