Do you have a folder per album/single? In your explorer screenshot it looks as if everything is dumped into the music folder.
Do you have an image file that is named cover or folder (jpg, png) somewhere in the music folder? Maybe it only finds the one and then applies it to everything.
In any case, when there are such troubles I would not dump all the music at once into Roon’s watched folder but set up a different folder for Roon to watch (Not This PC\Music) and then start with one album