What do you mean by incorrect album cover art ? Do you have any specific examples ?
If cover art is incorrect on MB, it has to be fixed on MB.
If cover art comes from Amazon, ASIN may be incorrect on MB side or just amazon has an incorrect cover art, third party cover art providers aren't very reliable, this is why we prefer MB/CAA.
If it needs to be fixed, fix it on MB.
FYI, latest development version (upcoming 1.4) of Picard improves things a bit, allowing to use local files as cover art source.