I've notice this happens when you associate two album pictures on it. iTunes will not show that there are two in there (I think) and I don't know if there is a way for you to tell if you have two pics associated to a song. It will only show the most current one you have added. To test this theory go ahead and put another pic on top of one song that shows the album cover on the iPhone to see whether it will show the new album cover or a blank one. The way I fixed this was to delete all pics (the ones showing blank on the iPhone) and adding them again. Hope it makes sense to you.