If O!MPD or other clients show album art successfully then it is not related to the server setup but at MPDroid to pull album arts or not. I would ask their devs then about how to achieve that or if this feature is even available yet.
AFAIK this is a strict server < client system. So MPD just offers port 9500 (in your case) to pull the audio steam from, but it cannot (thus O!MPD cannot) force any client connected via this port to play music. But perhaps it works when you add always_on yes to the audio_output, then connect once with MPDroid. Possibly since the connection stays active/opened with this, it is used then as output automatically. Perhaps you need to disable the ALSA output first as well.
Source: Music Player Daemon — Music Player Daemon documentation