@bolong I do not know for every case. What I have seen when I have bought music from Qobuz is that they provide an image that you can see in the FOLDER where the music is and when I have retagged every SONG FILE in order to add information important for me, sometimes there was the same image in each song file. The same applies in the case of music that I have bought from other online shops (Presto, Highresaudio, etc.)
For each song the cover art and all metadata is "separated" from "music" in each MUSIC FILE: for understanding this, it helped me very much to realize that all the information (music, song name, duration, composer, singer, orchestra, group, ...) is a very long row of 1s and 0s but similar to a very long train, the 1s and 0s for music are in one big wagon, and metadata goes in one or two or three small wagons. Following this idea, WAV only admits one metadata wagon whilst FLAC, ALAC, AIFF admit all the wagons. Metadata wagons can be full, empty or something in between
Please, this is not "scientific" at all, but this idea helped me very much. I hope it can be useful for you and not confusing.