redmondsoftware - only certain of our partner catalogs allow us links to cover art for a track. Try using a 7digital-US catalog and you'll see the cover art returned. Currently 7digital is the only catalog that includes coverart. Here's the low level API call that returns the cover art:
http://developer.echonest.com/api/v4/song/search?api_key=YOUR_API_KEY&format=json&results=1&artist=radiohead&title=karma%20police&bucket=id:7digital-US&bucket=audio_summary&bucket=tracks