@Mark J. Castaneda I ran a Collection overview for books, magazines, and comics, and none of them display cover images, however, the auto-generated collection overviews for all three categories display cover images.
I also ran item checklists of series I own with "items in my collection " checked for all three categories and they also do not have any cover images when looking at the reports under My Comics. However the cover images do appear if you do preview of the report.