It looks like you’re using the Bridge theme from Theme Forest – how does that theme set up and manage featured images? It’s a premium theme, so I can’t download to test its behavior.
It looks like the widget is using the Gravatar for the post/page author. Even if a featured image is not set, it should pull a related image from within the post/page itself and only fall back to the author’s Gravatar when no image is available. This tells me that your theme may be setting the featured image or other images in its own unique way. Can you take a screenshot of the post editor for one of those posts and show me where the featured image is set?
Additionally, two of your current top three posts/pages is your homepage (which would not have a featured image set) and your properties page (which seems to be a category archive page, which would also not have a featured image). In those two cases, the Gravatar would be used instead.
Let me know if you have any questions.