Thank you both!
especially thank you hhgttg27, your list of exception for embedding an artwork in the file was correct!
for some reason I do not know, Itunes change the default import file from ALAC to WAV (that can't incorporate album artwork).
the weirdest thing is it changes this preference parameter in the middle of a large manual batch of CD transfer (i do not change this parameter, nor reboot computer, the precedent CD importation went well, and I succeed to paste artwork, and the next two CD went wrong during the same evening!!!).
this is to be considered by everybody: but the default parameter for file import can change without user action...