Maybe you enabled:
[x] Search for missing artwork automatically
---[x] Save missing artwork automatically

in Tools > Options > Metadata Lookup

?

a) You're using an old release of MediaMonkey (MMW), the latest is 4.1.15.
b) Are you using wifi or USB sync?
c) MediaMonkey only syncs 1 Artwork per Album (not Track). So if you have track based Artwork in MMW you won't get the desired results in MMA.

Yesterday I added several tracks that I downloaded that had no artwork. I assigned the same artwork to the tracks and everything appeared fine. I synced my nexus 6p (using mediamonkey for android) and when I went to play it on my phone (using Jetaudio for playback), I saw a different artwork assigned to those tracks. I opened the playlist in Play Music and saw the same incorrect artwork. In mediamonkey for android, no artwork displayed for those tracks. When I got home and looked in mediamonkey (desktop), the tracks had the same random artwork assigned and the artwork that I had assigned the day before was gone. Not only is the current artwork incorrect, but the artwork was downloaded and assigned by mediamonkey as I have no music in my library which the assigned artwork matches. this is the second of 3 artwork related bugs that I'm currently dealing with.

Running Mediamonkey 4.1.11.1783
Windows 10