Hi Tony and welcome to the community.
It is usually one of two reasons fthat is the cause for or the issue that you have. The first is related to the matter Paul has suggested. However even with .dff files there should be a file in the album folder for the artwork although this is not integrated with each track as it is with dsf. Open the album folder to track level and find the artwork file. It can fail to be recognized by Mosaic if it is not properly titled. Some music vendors label this file as per the album title. All you need to do is change this to Cover.
With PCM FLACs and I believe .dsf files where a form of ID3 metadata is used you occasionally can find that the artwork has been mistakenly selected as “rear cover” and this needs to be changed to front cover" track by track. However I am a customer of Native DSD and have never found them to make this error.
The other reason for missing covers is not to do with the music files at all but with some form of incompatibility between the NAS UPnP server software and Mosaic. If you are unaware of this issue please read: