Depends whether the exth 501 metadata field (cdetype) is set to PDOC or EBOK.
- PDOC: the Kindle will extract the cover from the ebook file.
- EBOK: the Kindle will try to download the cover from Amazon's servers, based on the ASIN.
The simplest solution:
If you send the books with calibre, calibre will sideload the thumbnail image into [userstore]/system/thumbnails/ to ensure that you get a cover image in Cover View.