I was just about to say that the Android app only displays album artwork, but I thought I'd check first, and lo and behold all the artwork for indexes now displays too!
When did that happen?
Any display elements beyond the Home Music Share screen is controlled by your media server, but it looks like if your media server supports folder artwork then the WHA will display it, now. If your server doesn't provide artwork it looks like the WHA does have a default, but I don't believe there's any way to control that.
What media server are you using?
Off to have a deeper look now!