Thumbnail not appearing until going back to Edit

I am on 2.9 and when click an image, example a logo, in my media library while writing a blog, and click the thumbnail button. I click Save all changes after the “Done” goes away. I click Publish and it does not show up. I go back into the blog, and click edit, and then do the same process, then the thumbnail appears on the post, and on the edit page, if I refresh. Should it allow you to select the Thumbnail while doing the first draft versus going back to get it?