This has been a complaint of mine since I bought my 18 GT last June. I mentioned it to the dealer and opened up a case with Mazda Corp.
Sadly the XM radio on these are crippled. Not only does it not show the album art (yet shows the box) it also has a hard limit on how many characters are displayed in the song title, etc. This is such an incredible gaffe as sports scores are often impossible to tell if you reach the 15(?) character limit and it truncates. "Jets 13 Dolphins 1" huh, what's the score- impossible to tell. And don't hold your breath about it being fixed with a firmware upgrade- it won't be.
One of the reasons I upgraded the trim level was for satellite (and at the time Android Auto wasn't available). If I knew this I would have seriously given thought to not purchase given the amount of time I spend in the car and rely on satellite radio. It's a Mazda implementation not an XM limitation. There are many other features of satellite that are also absent (DVR like controls, favorite artists, etc.) and frankly I'm surprised their isn't more of an uproar about this.
HD Radio / other car apps / streaming do not have this limitation as they show album art and titles are not truncated. It's only satellite and that's due to Mazda's implementation not XM.