I downloaded the CD elsewhere and was able to get the artwork from iTunes. Make sure the CD title and band name are identical to what the album is listed in iTunes.
I have a legit CD and the titles are correct. Still didn't work. I can see iTunes has a cover, but for some reason won't serve it. If you go to the Death Magnetic page in iTunes, you'll see that there is a picture of the band in the background where a cover usually is, and a mini cover in the corner. Maybe that's why it doesn't work.
Annoyingly, iTunes won't figure out that if your album is called "XYZ", "XYZ (Bonus Tracks)" might be a potential match to your album and ask you if you want to download
that cover if there is no exact match. If I am downloading covers I have to manually search (wasting lots of unnecessary time) for the album before trying to download, so I can stop those kinds of false negatives.