Just to complement the previous text, I created a test site with the same settings but without plugin only with the pie register to test if the featured image would give problem and the same happened, I’m redirected to the same screen to insert media and not to Insert window featured imag.
Another site of mine with the same version of WP but with another theme happened something similar, but instead of being redirected to the page, opened a popup like it has to happen but with the layout of the image inserter