I exported everything from a blog site that was hosted at wordpress.com and then imported to a self-hosted WordPress.org site. All the featured images did get migrated into the media library and show up on each single post page. But on the blog archive page, the thumbnails of the featured images did not show up. I found out that it’s because the featured images were not set in the “Featured Image” section of the post edit page in the dashboard. Do you know why they were not set during the import?
Read more here: WordPress does not set featured images for imported posts