I have those three options in my build and I certainly get album art (see the pic below).
Interestingly, the iPhone integration doesn't provide album art in Bluetooth mode, the phone needs to be connected to the car either via a cable or the snap-in adapter and bluetooth audio needs to be turned off. Another interesting thing I noted is that when you run the Pro Nav in split screen mode with album art displayed, the song title doesn't come up on the display.
2016 F15 X5 XDrive30d M Sport
2012 F30 320d Luxury