For the most part, I'm very happy with the changes to the Media Library. Apparently, however, someone made a design decision that no one uses the Gallery tab that used to be in the old version. Unless I'm missing something, when I click either Add Media or Set Featured Image, the Gallery tab that showed all the existing attachments for that particular post is no longer available. That was very handy for use on sites where people use multiple photos in their posts and have a lot of posts. I have several clients who fit that description.
One of my clients decided recently to use the Featured Image so I have to go through each post and set the featured image to one of the images in the post. Because there are a lot of posts and consequently a lot of images, it's a real PITA to have to search for each post's images to find it/them and set the featured image.
If I'm missing it, please point me to where it was moved. If it's gone, please bring it back.