It looks like you're new here. If you want to get involved, click one of these buttons!
Likely because you don't currently have a Wi-Fi connection. Image downloads are currently limited to Wi-Fi to avoid excessive moble data usage.
I'm using WiFi and mine don't seem to download until I open the game info page.
I expect you are trying to have DiG download covers for an entire romset all at once. Going into the game info screen will jump the game you are looking at to the front of the download queue which is why you are seeing it pop up when you go in. If this is the case and there is a spanner displayed at the top (assuming you have the toolbar enabled) then the most likely solution is patience.