Welcome to Plex.
No. Plex made a conscious decision from their beginning that they would never modify your media files.
This is a long-standing issue bug, and one that has caused some controversy and a great deal of frustration (history of this issue). Unfortunately, the only remedy at this time is a workaround called the Plex Dance.
This workaround is far from ideal. It’s inconvenient, and destructive. If you have made custom edits in Plex, or added tracks to Playlists, those changes will be lost, and you’ll have to re-do them manually. I’ve kinda made it my mission to get Plex to fix this.
We did recently discover that at least one thing that causes this is if your tagging program is configured to not change the file’s timestamp when you edit tags. Plex depends on the timestamp to decide whether to re-retrieve the metadata. Plex still needs to deal with this, since most tagging programs have that option, and in some cases it is the default.
I don’t think I’ve experienced this problem, so I can’t offer any help here. All I can say is, I have always found the online sources for metadata (last.FM, Gracenote, etc.) to be very unreliable for correct metadata, so I’ve put in the work to have the metadata defined locally, either embedded in my media files (tags), or as “sidecar” files (images). My Plex server is configured to prefer local media over the online sources.
If you choose to download album art and source it locally, this message shows what Plex needs in order to find it automatically.