Thanks for your reply!
I read the FAQ and searched the forum before posting. The paragraph you quote doesn't give an explanation. All the images I'm talking about are attached to the post the same way, but still, some get converted to featured image, some don't. I'm not uploading them though from the edit post screen, I choose them from the media library, but my method should be just as good. On my other site your plugin worked with all my old posts without touching anything.