I then tried hooking the phone to my home wifi, and within a few seconds I started getting Artist art. I then went to the phone, turned the setting back on and still nothing. I decided to turn on that setting on my computer groove app and within a few seconds I started getting Artist art. I did, however, turn on that setting on my phone, but still no Artist art.
I tried the Groove app on my computer once, but didn't turn on the setting to 'Automatically retrieve and update missing album art and metadata' because I didn't want it to mess up my already perfect metadata. I have the exact same music on my phone as I do on my computer (copied from computer to phone via usb). I have all the metadata and Album art setup perfectly using a program called mp3 tag.
I was having a problem with the Groove app not adding any Artist art for any of my music on my Lumia 1520.