https://www.google.com/search?q=Art+Cover+to+MP4+Files shows this is well covered so I won't write at length EXCEPT to tell you that the APP or OS that you want to show this artwork may not use your artwork.

Since Windows has its own idea how to show a MP4 thumbnail, it won't use what you added.

This is not a switch off issue but the app or OS may not support what you did.