Hello again,
I just tried this and everything seems fine here.
It may be that VinylStudio is not adding that track to your iTunes library because it's already in there (with, presumably, missing artwork), so please try deleting the album from iTunes and saving your tracks again. (I'm assuming here that you're using iTunes as your music player. If not, please advise.)
To speed things up, you can uncheck 'Always save tracks, even if saved before' now. You don't need that anymore.