Cover art not included when downloading music from Spotify or Youtube (Music)

[OwlSurojit]

When downloading from Soundcloud (playlist link or individual track link) using "Best audio" and selecting "Save Thumbnail" the cover art is included in the mp3 file.
However, when using the same process to download from Spotify, Youtube, or Youtube Music, the Cover art is never included in the files, which usually are m4a by default. The download queue shows the following information for some of the files:

Choosing "Download & Convert" and choosing a file format such as .mp3 does not change this issue.