So your XBMC client has a problem accessing the path "G:\Music\The War On Drugs\Future Weather (2010)\cover.jpg"
Have you checked the xbmc.log to see what the actual error is? Is your XBMC able to access this G:\ drive? Does this file exist?
Like I said, it's your XBMC that is performing the actual download - the script is only telling XBMC to perform the download, the script isn't performing the download itself, and unfortunately it isn't able to show why the download isn't possible - for that you need to check your xbmc.log.
Since this thread is about synchronising multiple clients, my guess is that the G:\ drive is not accessible to your XBMC client, as you should be using network paths (smb://, nfs://) when sharing media (and artwork) between multiple clients.
To see the details of the above album (Future Weather, by War on Drugs), run:
texturecache.py jd albums "future weather"
and you should see that all the artwork urls are pointing at your G:\ drive. This means that this album (and others like it) has been scraped incorrectly, and will need to be removed and re-scrapped so that it uses network shares.
If you also look at the songs on the album (jd songs <songname>, although in the next update of the script you will be able to view songs within each album by enabling @songmembers=yes when running "jd albums <albumname>"), you will see that the songs are also located on the inaccessible G:\ drive, so you probably can't play these songs either.