Image Alignment on Featured Images

Short answer: you don’t.

The alignment settings only apply to images that the user adds to the Post Content. The Featured Image is incorporated into the template and is not added by the user to the Post Content.

The Featured Image is directly integrated into the template, usually as a “post thumbnail” displayed on archive index pages, or as a “post header image” displayed above the post on archive index pages and/or single blog posts. In such cases, the Theme developer accounts for the presentation of the Featured Image via the template markup and CSS.

(That’s not to say that the user can’t manually add to the post the image used as the Featured Image; the user certainly can – and in which case, the manually added image will use/apply the alignment setting.)