After contacting Apple Support Team through online chat (2 times), phone contact (2 times), and finally got their senior consultant to exchange our view points. It is some how a conflict between Apple Music App (Microsoft Store download) and Microsoft OneDrive. Both a cloud based data storage platform. If you are using a Windows based laptop, Windows 11 OS, latest MS Office 365 bundled with cloud based OneDrive, MS will ask you whether you want to back up your music library to your OneDrive, besides your documents and photos. I strongly recommed not to do so since the new Apple Music App is already a cloud based database format accessible from your iPhone, PAD, MAC, and Win-based devices. When you backup one cloud based database to another cloudbased format such as OneDrive, willl lost all your Apple Music Album covers and and music can not be played on your laptop! (My iPhone works perfectly well with all the music library intact, albums covers intact, song list intact, so I know Apple iCloud data is intact.
Solution:
Step 1. Trashed all the music files you previously backup onto your Microsoft OneDrive (its recycling bin will ask you whether you want to do so, click "YES".
Step 2. Go to your Apple Music App (MS store download version), see if all the album covers coming back and music can be played, if not then..
Step 3, log out your Apple ID from your Apple Music App, unintall it, reintall it, and resign in again, you will see after you login, Apple Music App left lower corner will showed "Activity in Progress", takes a few minutes your all music including albums covers (artwork) are back and you can back to do your work and keep on listening now!
Comments: This is a conflict and trouble issue between cross platform user, it may happen on users using iPhone but a Window based laptop/desktop, or Android phone and a Mac/PAD user. I assume Apple and Microsoft have their own cloud base back up format: icloud+ and OneDrive, they should talk to each other to deal with this conflict for Apple Music lovers.