So, I have a weird situation, Finder shows cover art on that file, Music shows cover art but mp3tag does not see it. In fact, for mp3tag cover image simply does not exist as part of tag. For tag format its hows MP4 and under extended tags, it has huge list of different tag fields, but no cover.
I've sent you an upload link to share this file privately with me if you want me to analyze this further.
I think it is not embedded at all, it is loaded from internet.
Way to go Apple Music...
What I did, removed all those songs from library, they do still show cover in Finder.
Add back to library and, there we go, there is no cover art in Apple Music as well.
Right click and click "Get Album Artwork" and poof, it is there in the library.
EDIT: Also FFMpeg is unable to find cover in those files.
Yes, I've analyzed the example files you've sent and there is no cover art embedded in those files. Finder and Music.app have different caches and it's often hard to decide what's stored where.
I for my part usually use Mp3tag to determine what's stored in the files 
For further analyzing, I mainly rely on HexFiend.
For Mac users there are a bunch of useful iTunes/Apple Music scripts available from Doug's AppleScripts. Re-embed Artwork is one you may find useful in this case.