Ok then we are talking about the same method then.
My answer remains the same, when you use WordPress’s Export if you do not select All Content the featured images will not import on the new site when you impprt. It is a limitation of the WordPress Import, by design to prevent conflicts.
So unfortunately, if you are just exporting and importing events then the featured images will not be imported.
You maybe to take the All Content XML file from the site and remove the content you do not want to import and try that.
That is about the only way to do it besides manually adding them back.