Yes, I am having this same problem. Media companion is not automatically grabbing any fanart, from TMDB.com, (or other sites) I even had "during autoscrape, download fanart for movies" checked in the movie preferences for the first scrape.
I can however, click on a movie, then click on the fanart button, and manually select a fanart option from the list.
Obviously for a large library that is very time consuming.
I also tried, doing a batch rescrape, and choose the option "Attempt to locate and download fanart for movies that are missing a backdrop" It goes through my library very quickly and never pulls the fanart.
One last piece to the puzzle, If I am on the "main browser" screen, and I right click on the backdrop place holder for a movie, i get this error:
even though there is fanart there.