I'm not sure what's going on, but this is clearly not normal behavior. Can you:
1) Install the latest beta version of MediaMonkey (build 1498 at the moment) from: viewtopic.php?f=6&t=54426&sd=d
When you install it, please do so to in Portable mode to a _temporary_ directory (so that it doesn't use any settings from your main install, and so that it rescans all your tracks afresh)
Does the problem still occur?
2) If yes, can you post a video using Jing that shows the incorrect artwork, along with information re. the path of the incorrect artwork, and/or whether each of the incorrect images are actually embedded within the music files.