1.There's no album art until you get to hightlight a FILE. Reason being that there's no clear association between the album and any file, until you actually select it. The idea is that your songs could be scattered all over the harddrive and the library would still find and associate it, but the art file could not necessarily be with any of the files, or more than one art file could exist...
2.This feature would be very memory inneficient OR very slow, depending on how implemented. That's why if you want to go back, you should start over.
3.The audio browser returns exactly where you left it. Again, making RR search the library for where you left off would be slow and/or innefficient, needless to say not everyone uses the library, although many (like me) have it setup.
Believe me, if those were simple things to do, I'd have done it already.