Is that with Freeview? Favourites is basically a legacy method of organising the EPG, it works better on platforms with fewer channels. On pay tv platforms, the genre filters are a quicker way of getting to the appropriate channels. That said, my favourites would be in the General/Entertainment genre. That doesn't even have a filter on VM as the entertainment channels appear first on the EPG anyway. As the VM genre filter is restricted to 16 options, VM uses a little coding trick to replace the entertainment option with "HD" to filter the HD channels.
You seem to be using favourites as a substitute genre filter, which is a fairly good idea on Freeview as it doesn't have a genre filter.
This is going somewhat off topic so, oops..
Well for some reason my old Freeview PVR has a filter ability. It works with programmes not channels though. I used to use the Film filter so I could scroll through all the films without the channels getting in the way. It's not my main box so I don't know if this still works.