I've just downloaded and installed V2.36. When using the Amazon import feature, I have noted that Album Art is not being automatically added to Tags.
Further info - some data is being saved. When playing a track in Winamp suing an album art display plugin, the art is being displayed but a warning message is displayed stating 'JPEG Fatal Error - Not a JPEG file: starts with 0xd 0xff'
This appears to happen if V2.36 is installed on top of V2.35. An uninstall followed by a reinstall sorted the problem.