Outdated steps: See this comment
I expected the post to reflect the changes made in the editor, showing the captions and the image sizing.
In the editor (should show captions beneath image):

In the post:

Found when writing a post for my own blog (I've experienced this several times before but I wasn't sure how to recreate it until now)
Seems to be less of an issue exclusive to Featured Images, but more as Featured Images causing the result due to the actual issue.
Opening the "Media Library" in a Block or by setting the Featured Image causes this issue. To recreate:
The same result will occur, images will resize in the actual post but not the editor, and captions will disappear from both.
@vindl Due to bug #28893, it's necessary to use the Media Library to upload an image using Gutenlypso. That means adding more than one image to a post would cause a lot of chaos and confusion. May I suggest bumping the priority of this due to how vital images are?

@vindl Due to bug #28893, it's necessary to use the Media Library to upload an image using Gutenlypso. That means adding more than one image to a post would cause a lot of chaos and confusion. May I suggest bumping the priority of this due to how vital images are?
@torres126 thank you for reporting this and for the suggestion! I'll bump the priority and we'll try to resolve this as soon as possible.
It seems this is a side effect of using MediaStore.on( 'change', this.updateMedia ); in our custom MediaUpload for Gutenberg.
There is a call to mediaCalypsoToGutenberg in insertMedia (called by updateMedia) which resets all the image block attributes (width, height, caption, ...).
If we disable the MediaStore.on( 'change', this.updateMedia ); line everything works, but then the image blocks are not updated if we edit the images via the Media Modal (https://github.com/Automattic/wp-calypso/pull/28123).
I think we should pull the current attributes of the image blocks when executing mediaCalypsoToGutenberg or replace only the URL attribute.
Not sure if any of them are feasible, but I will continue investigating this. cc @Copons since he has been involved in this.
Looks like the updateBlockAttributes action and the getBlockAttributes selector should help with the idea of replacing only the URL when the images are updated.
Will open a PR soon exploring this approach.
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@torres126 thank you for reporting this and for the suggestion! I'll bump the priority and we'll try to resolve this as soon as possible.