For a test I have disabled the Options -> Options -> Cover Art -> “Embed Cover art images into tag”.
If you drag & drop a new cover art to an album (or a single track) and save it, there is no visible indication that this cover was not saved or the (necessary) option is disabled. You only see the green tick for the saved songs.
Could you please add some visible indicator that a cover art can not be saved because of the choosen option? Or even prevent the drag & drop action if the cover art option is disabled?
Update 1 hour later:
A visible hint like an icon overlay on the landing zone for the cover art would help too. Something like “will be saved to a separate file”, “will be saved into the tag”, “will not be saved anywhere” would help too.