Sorry it's taken so long for me to get back to you but literally half an hour after I posted this bug, my phone received the latest MIUI update - V12.0.2.0.RCXEUXM Android 11 RKQ1.201004.002 (I don't know why the version number has decreased but it must be to do with going from Android 10 to 11).  After this the lock screen notifications were always updated as they should be.  Therefore it must have been a MIUI bug.  I had always had Always Send Album Art set to On and Settings > Misc > Me