When I contacted support, Victor claims that Vox *never* showed artwork on the desktop app. It's absurd! Vox has shown the artwork for years. The proof is on the website--all the pictures of the app show the album cover artwork.
As usual, Vox support is dismal. They're either stupid, playing dumb, or don't speak English very well.
If the free version doesn't show the artwork, why should I believe that the paid version does? Especially if the devs are telling me that it never has?
You could try using the "Clear artwork cache" menu option (under the edit menu). That probably won't help. But it's worth a shot.
If you double click on the placeholder graphic for the album you get the track list, but also a "hamburger" icon (a menu icon) to the right of the album title. If you right-click on that, there is a "Refresh" menu command. Try doing that Refresh and see if it makes a difference.