DVD rip with Cover Art?

Hi, I’ve been ripping dvds on to my macbook and when I load the file on to my music player (HIFI Rose RS250a) the cover art is not showing. It doesn’t appear the cover art is saved as an attachment to the .mkv file when it’s created. Is this correct? I noticed for blu ray’s when you “open” the blu ray, if you do the drop down on the title there’s a toggle switch for cover art .jpeg. But this option isn’t available for DVDs. I ripped DVDs in the past and loaded them on the HIFI rose player and I do see cover art for SOME of the files, so I know I’ve done it before. I’m trying to figure out why it’s not working anymore and how to get the cover art loaded onto the file. Thank you