That Make Active Media option is making it the Active (selected) object in the Media category rather than the preferred media object in the Gallery. (Changing the active media object is about navigating the focus of the Gramplets, menus, and Toolbar buttons in the Media category.)
You need to “re-order” the Media objects in the Gallery tab.
Simply drag the desired Gallery object to the first position in the Gallery tab of the object editor.
The ← Move Left and → Move Right buttons were added to the Gallery toolbar in the Gramps 5.1 update with PR781. These buttons provided an alternative to drag’n’drop. Select the Media Object in the Gallery and click the ← Move Left button until the desired thumbnail is leftmost.
