Well, that makes sense in the album view, but songs can and do still have individual art despite being part of an album/EP/whatever the case may be. I don't think it's right to dismiss this complaint as "wrong", rather make the functionality apply to all situations.
For example, we can safely assume if a song doesn't have any art, then it should have the album's art. But if songs are tagged with individual art, that art should be shown no matter what, and the album art should be either downloaded from the internet, or chosen by the user based on one of the songs in the album (which would have the album's art in the tag as opposed to individual art.) In the song view I want to see the individual song art if there is any, regardless of the album. Those who always want to see the album art can tag their music appropriately. Or, it can be an option in the settings. This way everyone is satisfied.