You need to:
remove all downloaded music in the Music app
(only if you downloaded it from Music to iPhone. if you only added it to the library ignore this step)
- switch off iCloud Music Library in both iPhone settings and iTunes
- backup iPhone to computer or iCloud or both through iTunes
- restore iPhone to factory settings through iTunes
- restore iPhone to the backup though iTunes
- turn iCloud Music Library back on in both iTunes and iPhone settings
- Update iCloud Music Library through iTunes
- sync iPhone through iTunes
Open the Music app on iPhone - all the artwork will be back.