Filter Media by Featured on Admin

We can add the Featured option as a fake mime-type with:

add_filter( 'media_view_settings', function( $settings )
{
    $settings['mimeTypes']['wpsefeaturedimage'] = 'Featured';
    return $settings;
});

It will show up like this:

Then we can use the posts_where filter and check for our fake mime type:

/**
 * Filter for featured images in the media library popup
 */
add_action( 'pre_get_posts', function( \WP_Query $q )
{
    if( 'wpsefeaturedimage' === $q->get( 'post_mime_type' ) )
    {
        // Remove the fake mime type
        $q->set( 'post_mime_type', '' );
        // Mark this query as featured filtered
        $q->set( 'wpse_filter_featured', true );

        add_filter( 'posts_where', function ( $where, \WP_Query $q )
        {
            if( $q->get( 'wpse_filter_featured' ) )
            {
                global $wpdb;
                // Add 'featured images' restriction to the SQL query
                $where .= " AND {$wpdb->posts}.ID IN 
                    ( SELECT DISTINCT m.meta_value FROM {$wpdb->postmeta} m 
                      WHERE m.meta_key = '_thumbnail_id' 
                    ) ";
            }
            return $where;
        }, 10, 2 );
    }
}, 1 );

We can probably adjust this further.