Those are Video Groups. Video Groups do not get art associated to them because there's no metadata indexer to get an image from. Individual videos get art because a frame is pulled from the video to represent it, just like in recordings and TV Show imports.
Importing Videos into Channels leaves most of the metadata up to you, that's sort of why they exist. It's a place to import things that cannot be indexed. Channels does its best to derive some things like video title and group titles based on directory names and file names, but that's about all there is. Channels has a robust metadata editor and art picker to let you upload images, as you've been doing.
This is working as designed.
