There is considerable interest in uncovering the physics of iron-based superconductivity from the alkaline iron selenides, a materials class containing an insulating phase (245 phase) and a superconducting (SC) phase. Due to the microstructural complexity of these superconductors, the role of the 245 phase in the development of the superconductivity has been a puzzle. Here we demonstrate a comprehensive high-pressure study on the insulating samples with pure 245 phase and biphasic SC samples. We find that the insulating behavior can be completely suppressed by pressure in the insulating samples and also identify an intermediate metallic (M′) state. The Mott insulating (MI) state of the 245 phase and the M′ state coexist over a significant range of pressure up to ∼10 GPa, the same pressure at which the superconductivity of the SC samples vanishes. Our results reveal the M′ state as a pathway that connects the insulating and SC phases of the alkaline iron selenides and indicate that the coexistence and interplay between the MI and M′ states is a necessary condition for superconductivity. Finally, we interpret the M′ state in terms of an orbital selectivity of the correlated 3d electrons.