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.
2012 F30 320d Luxury
2016 F15 X5 XDrive30d M Sport