For some reason, during the process of import there are occasions where after the attached image is added an additional 1px by 1px image titled “pixy.gif” is added as an additional post attachment.
Because it’s added last, it overrides the default and available image for post thumbnail. Simply going into the media library and deleting the fake gifs restores everything properly
It's hard to recreate but is a recurring issue we are facing randomly. It is also not feed specific, it will happen to all of the feeds. This is the subsite we have experienced it on recently and fixed http://skylarulrichmd.com/blog/
Here is a screenshot of the settings for one of the feeds. They are all feeds from the main site and all similar in settings. http://screencast.com/t/xl0xykub6x