It's most likely because those devices use flash storage, while most computers still use HDDs. When you first open itunes it has to read those pictures off whatever storage medium you are using, since Flash storage is going to load that many times faster you don't even notice the initial loading of the artwork because it happens so fast. Once you've opened iTunes and viewed the artwork once it's probably stored in Memory so it can then be accessed very quickly, so quick that you can't tell, just like on a mobile device.
As I stated above it's most likely like this because iTunes has to read that artwork off your hard drive when you first view the artwork and this can take time, but once it's been viewed it's stored in memory or paged to be quickly accessable.