My MP3 collection is very well tagged, using MP3Tag. I've also tried updating the data with Zune for an Album or two of really well known artists, still no backgrounds :|
I think there are 2 problems here.
A) You either live in Australia, or somewhere where Zune doesn't have the music experience yet, ie. we can only buy videos and apps, no music. so for whatever reason artist backgrounds don't work...
B) Tagging and sync issues listed above.
The background artist stuff really does make Zune, it'll be a shame if this doesn't get resolved soon....