Hi there,
go to Appearance > Elements and edit the Page Hero titled: Page Headers
Note: the admin bar > elements menu provides shortcut links to any GP element on that page.
Select the top level container block and enable the Dynamic Data featured image background – see here:
https://www.screencast.com/t/FuJ5QJqwl
By checking the Fallback option it will use the image set in the Container blocks Background image settings if there is no featured image on the current page.