Hello,
I am one of the devs for Picard and it brings joy to me every time I read a positive review about it 
We already know of all the problems listed by you and we are actively working on them.
See https://github.com/metabrainz/picard/pulls
1 is already under progress.
You bring a valid point with 2 and I’ll make a ticket for it 
3 is implemented albeit hidden. You can drag and drop jpg/pngs on the CD shadow you see next to the tag diff box to add a file as cover art
4 Shouldn’t happen? Picard is only supposed to show tags which it will save. I am the dev who wrote that piece of code, I’ll test it again if that’s the case.
Make sure you are on 1.4.0.
5 is also a pending PR.
All of the above changes will be included in Picard v2.0 which we are currently actively working on
Happy tagging and thanks for your support!