Featured image error after importing blog posts

Did you check the “Download and import file attachments” option during export? Here’s an answer talking about it.

If no then the data on images simply wasn’t part of the export – but the posts that were exported still reference those image IDs from the old site (which don’t exist on the new site).

If yes then what may have happened is the images were not downloaded from the old server during import. Though looking at the error this is less likely.

Also, FYI: WordPress keeps track of images in the same way as posts and pages: data on images are stored in the database in the same table with posts/pages. So a post’s featured image field holds an ID of a WordPress post of type “image”.