No. This is usually a theme issue.

It may be that you don’t have post thumbnails enabled in your theme, or the theme you’re using enables them only for specific post types. Check your theme’s
functions.php file and see if there is a line that looks like this:

add_theme_support( 'post-thumbnails' );

If not, you’ll need to add that line in to enable featured images. You may also see something like this:

add_theme_support( 'post-thumbnails', array( 'post', 'page' ) );

If that’s the case, your theme is enabling featured images selectively, and you can turn them on for Shows by adding “show” to the array, like this:

add_theme_support( 'post-thumbnails', array( 'post', 'page', 'show' ) );