Many multi CD Box sets use one image for the overall set and a different image for each disc. It’s never been possible to replicate this in iTunes, but with Plex’s ability to use artwork images placed in the Album directory it would be very easy to implement in Plex.
Just look for e.g. cover-1.jpg, or cover_2.jpg or just cover3.jpg to suit the disc number and use cover.jpg as the default for the overall album and also for each disc if nothing else is found. I’m kinda surprised Plex doesn’t have this already as it’s so simple and wouldn’t impact on anyone not wishing to take advantage of it.