This is currently working as designed - we only include featured images in the RSS Listing Module when the RSS feed being included is that of a HubSpot hosted blog. This is because the concept of a featured image isn’t part of the RSS feed standard (see RSS Best Practices Profile for documentation of the standard), so when the feed is external, there’s no universal way to identify the featured image for each post in an RSS feed. There seem to be some common ways people include featured images in the content:encoded element in their Wordpress (or other CMS’) blog RSS feeds, but it can vary from blog to blog.