I think for mp3 it uses mp3-tags of the file itself, but for CD (wma)
I think it uses the free CD-dabase freedb.freedb.org:8880.
(see: rightclick > Options > Preferences > Audio)
Perhaps your CD has no entry there yet?
Probably I'm wrong and there may well be another cause.
So I invite other users with more technical skill and knowledge to perhaps present the full and correct answer.
Or BS.Player team-member
Ico-man can shed his light on this?