I would think that ES has to be looking for the game art in the wrong place.
I had the same problem on a pi zero running the 4.1 image from the retropie website and using sselph scraper. I would have the same problem even after starting with a fresh image and re-adding roms. This would only occur with NES.
I could see the game art in the downloaded images folder, the meta-data would display in the ES game list, but no art in the ES game list.
The only thing I could finally find was that a gamelist.xml had some how gotten placed in my NES roms folder. Once I removed this I started back from scratch, used sselph scraper, and everything worked as should.