I want to migrate data from old site into a new WordPress installation, as I convert everything as expected, I still could not set the featured image.

I’ve tryin to read How to add featured thumbnail into import XML? but still not achieving anything.

My Converted WXR look like this, I only add what essentials for me, I wonder if attachment metadata would be related to this problem or not.

<?xml version="1.0" encoding="UTF-8"?>
<rss version="2" xmlns:excerpt="http://wordpress.org/export/1.2/excerpt/"
    xmlns:content="http://purl.org/rss/1.0/modules/content/"
    xmlns:wfw="http://wellformedweb.org/CommentAPI/" xmlns:dc="http://purl.org/dc/elements/1.1/"
    xmlns:wp="http://wordpress.org/export/1.2/">
    <channel>
        <title>WordPress Site</title>
        <link>https://wordpressurl</link>
        <language>en-US</language>
        <wp:wxr_version>1.2</wp:wxr_version>
        <wp:base_site_url>https://wordpressurl</wp:base_site_url>
        <wp:base_blog_url>https://wordpressurl</wp:base_blog_url>
        <item>
            <wp:post_id><![CDATA[3]]></wp:post_id>
            <title><![CDATA[Post Title]]></title>
            <dc:creator><![CDATA[username]]></dc:creator>
            <content:encoded><![CDATA[<img alt="Image alternative text." src="https://oldsite/picture/image.jpg">]]></content:encoded>
            <wp:post_date><![CDATA[2023-02-27 00:00:00]]></wp:post_date>
            <wp:status><![CDATA[publish]]></wp:status>
            <wp:post_type><![CDATA[post]]></wp:post_type>
            <category domain="category" nicename="category-name"><![CDATA[Category Name]]></category>
            <wp:post_meta>
                <wp:meta_key><![CDATA[_thumbnail_id]]></wp:meta_key>
                <wp:meta_value><![CDATA[300]]></wp:meta_value>
            </wp:post_meta>
            <category domain="post_tag" nicename="tag-name"><![CDATA[Tag Name]]></category>
        </item>
        <item>
            <title><![CDATA[Picture: 300]]></title>
            <wp:post_id><![CDATA[300]]></wp:post_id>
            <wp:post_parent><![CDATA[3]]></wp:post_parent>
            <dc:creator><![CDATA[username]]></dc:creator>
            <wp:attachment_url><![CDATA[https://oldsite/picture/image.jpg]]></wp:attachment_url>
            <wp:status><![CDATA[publish]]></wp:status>
            <wp:post_type><![CDATA[attachment]]></wp:post_type>
            <wp:post_name><![CDATA[picture-300]]></wp:post_name>
            <wp:postmeta>
                <wp:meta_key><![CDATA[_wp_attachment_image_alt]]></wp:meta_key>
                <wp:meta_value><![CDATA[Somewhat caption here]]></wp:meta_value>
                <wp:postmeta>
                    <wp:meta_key><![CDATA[_wp_attached_file]]></wp:meta_key>
                    <wp:meta_value><![CDATA[2023/03/image.jpg]]></wp:meta_value>
                </wp:postmeta>
            </wp:postmeta>
        </item>
    </channel>
</rss>