I found that several files that wouldn’t take artwork, no matter what, was because either the Track, Album, Artist or Album Artist fields had a punctuation mark that VOX seems to be allergic to.
For instance, one of the albums I had was called Poet | Artist. Vox hated that | mark, so I took it out with an ID tag editor. When I reuploaded the new file, the artwork was there at last. Same thing with & and some other punctuation marks I can’t remember right now.
So if any of your files have weird punctuation marks in one of the major fields, try removing them with an ID tag editing program, and then reupload to see if that fixes your artwork problem.