I chose "Deferred Feedback" & "Each attempt builds on the last" - Why doesn't it work unless the student click on "Finish Attempt"?
If you use "Deferred feedback", the student must click on "Finish attempt..." in order to get the feedback. That's how it is.
Check if "Interactive with multiple tries" and "Allow redo within an attempt" set to "yes" would meet your needs. Even it is not exactly what you are looking for, it would allow the student to repeat each question individually in the same attempt.