It's possible to add a filter by non existing APIC frames?

There is actually a disabled "haspicture" field that should do what you want.
You can enable it by searching for "haspicture" in and replacing the
below it, by
disable=>1, options => "disable",
it will then be possible to enable the field in the fields tab of the preferences dialog (requires a restart, and re-reading the tags).

Once enabled, you can search for songs that have an embedded picture by entering haspicture:1 or those that don't with haspicture:0

I don't remember why I left it permanently disabled, I guess I wanted to test it a bit more, I'll probably add the field (off by default). Also I've since added support for embedded pictures in ogg/flac, adding "vorbis => 'METADATA_BLOCK_PICTURE'," should make haspicture support them, haven't tested it yet.