Yes!
That's right!
That's not Sinatra!
That's Alfredo Zitarrosa, and (btw) he hated Sinatra.

The thing is that I have gotten used to assign single songs to album "Z".
The first time I did this was with singles songs by Zitarrosa, but no every song by every artist that I assign to album Z gets Zitarrosa's face, which is not bad but sometimes kind of creepy.
Is there any solution to this?

download a better cover?

Yes, I thought about an androginous face, so as to cover all the possibilities, but I guess there must be another way.

Go to the Album in the Collection browser, right click and go to Album -> Fetch Cover

That's one option, sure.
But Z is meant to be "no album at all", just isolated songs that I don't or don't care to know what album they belong to.
Hence, my question is: why is amarok assuming that Z is an album when it doesn't even have a single artist but rather more than 70?
If the answer is that it just looks to the common element, i.e., the letter "Z", my question would be if there is any table of assignations or something like that that may be tampered with to aviod assigning a cover to "Z".

what do the id3 tags say? If there is something in the album tag it is for sure considered part of an album and Amarok will use the picture it finds associated previously with that album. Please do not use the album tag for something else, you can use the label tag if you need another sorting tag.