You need a cover of some kind. If you are using the command line, then there is a --cover (Set the cover to the specified file or URL) option but the simplest approach is to import the HTML into GUI Calibre and edit the metadata (then select generate cover, or provide an image). There is a
Generate Cover Plugin that might help if you want a generic but still custom cover.
Editing the metadata is a good idea anyway. Since it confirms that you have exactly what you want in there.