As mjzee pointed out above, you should have been selecting "Get Info" from that dropdown list. I always use the keyboard shortcut "Command - i", which brings up the same window. If you click on "Command - i" after you've selected/highlighted all the tracks from an album, you can change any field (artwork, album title, artist, etc) for all of those tracks at once. I never use the "Get album artwork" feature. I like to choose my own scans from searching the web (usually original LP covers located from google image searches).
Also, I almost never drag images. Too tedious. Just copy and paste (command-C, command-V) is much easier.