Album artwork plays a great role in music player applications for computers such as iTunes, Window Media Player, Winamp etc. and portable MP3 players such as iPod, iPhone and Walkman. Cover Flow is for an example a feature in iTunes, iPhone, Apple TV and some iPods. Cover Flow allows you to flop through album covers and choose music by clicking the desired album artwork so your experience is both more visual and fun.
It's therefore frustrating not being able to examine the album artwork of your music whether it's on your computer or your MP3 player.