This page – https://arlearn.in/courses/academic-programmes/pre-intermediate-chemistry/ – that you say is an archive page is not. It is a “single learnpress course” page.
The archive pages are https://arlearn.in/courses/ or https://arlearn.in/courses/academic-programmes/ and they do display the featured image(s).
For the single course page, it appears to be using the Learnpress plugin single course page template. This is of course is not part of the theme and is a template of the Learnpress plugin.
There may be settings in the plugin for the featured image of each course, or the template may not display the featured image. I don’t know for sure sorry. It is not our plugin, so I would recommend that you ask the authors of the Learnpress plugin as they created the single course page template and will be able to help with your question.