Hi @Matt_Armstrong,
This is the expected behavior and is not a bug. To be clear, the version of that album that you’re playing is not the same to Roon as the version you added to your library. If you start playback from the version in your library, you’ll see that it works and you can favorite the track. If you navigate to the non-library version again and start playback, it won’t work even though you have a version in your library.
We have more information about this concept here: