Kirk wrote about missing artist photos in iTunes for one of his Macworld columns recently. This is an effect that was introduced in iTunes 12.5 and the iOS 10 Music app. It is disappointing to have so many microphone logos and tiny artist photos in one's library.
Several correspondents have inquired about fixing this with some kind of homebrewed kludge, but I'm afraid not. Artist images are handled internally by Apple and the iTunes/Music apps. There is no "artist image tag" or hook or cache or anything like that such that images can be supplied by the user.