Took a day (more or less) to scan all and display all the album artwork in Music. I fixed all the album doesn't have artwork (I turned off the auto get artwork option).
I quitted Music app, re-started Music app, almost all artworks disappeared. And it slowly (very very slow) to bring the artwork back. It is like the very first time when I opened Music app right after installing the Catalina.
To prove my point: Apple Music app is working hard to clear out their own "artwork" from your music library.
To Apple: Your "feature" getting artwork is no longer benefit me. I turned it off. Please fix your software so artwork display quickly and correctly as design.