Does it have a material impact on the game in ANY way? No. Is a single line of code, texture or graphics asset, music sample or control scheme impacted by the presence or absence?
Album art is still considered a vital part of the listening experience to many, and despite the less-tangible nature of digital images, there are still many collectors
Steam is out of question. It's not convenient, it's not easy to use, it's not simple and fast. It's terrible.