With the Proper release from yesterday, I'm having this issue too.
It seems to only save them if I manually check for them two times. I have to check once, go back to the main menu (programs-music-pic-video) and then go back in, check it again, go back out to main menu, and then finally when I go back in to the album it has been saved.
It works, but is definately buggy. Scanning ended up saving like 2 album covers.
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