It's always been this way. The artwork is loaded in the background so that you can view the results and make a decision as to if you want to wait. If you Continue, you will get all the metadata and whatever artwork has already been loaded.

I'm on a terrible cell based network today and I just loaded up an album which has 6 artwork items and it loaded in about the time I would expect. Discogs access is dynamically rate limited. Typically its about one artwork item per second but the duration can be extended at their discretion at runtime. If you hit the View Artwork button, you can see the images coming in one at a time.

You can configure the wizard to preload only the first artwork item. Go to Preferences - Discogs - Artwork and set it to preload only a single artwork item. (2nd setting on the panel). The Import all Artwork setting, on the same panel, will be irrelevant as it only controls which downloaded artwork items will automatically be imported and defaults to 1.

OK strange, I never received this message until last week, and I've ran the importer hundreds of times. Anyway, thanks for the clarification.