rasti, I'm not a RuneAudio developer but I suspect that a challenge with your suggestion that RA should as an alternative do a web search for cover image based on the file name (not embedded tags) is that people may use a lot of different ways to name their files.
song-artist.mp3
artist_song.mp3
tracknumber--song.mp3
artist_tracknumber_song.mp3
and so on. It is not so easy I think to make RA guess the naming format that different users have.
Like ACX's suggested try the tagging tool MP3Tag,
http://www.mp3tag.de/en/ A very good feature in that program is that you can import tags based on a filename pattern. So if you have many folders with files names like this
song-artist-title.mp3
You can configure that format in MP3Tag and have it automatically create tags based on filenames. It can also help you look up and embedd more tags from discogs and other sites.
One extra advantage of having correct tags embedded in the files is that RuneAudio will then also display better text information about the currently playing track on the Playback tab.