I’d like to do better here in the future, but this is a more complex question than it seems.
In Roon, a track (or album) can be in your library, or it can just be playing from TIDAL. Favorites are a subset of your library, meaning tracks that are not in your library can’t be marked as favorites.
If you create a playlist in Roon, it can include tracks from your library, or tracks from TIDAL – you’ll only be able to favorite the tracks that are in your library. This is going to be determined by how you added them to the playlist.
Say you browsed to a non-library TIDAL album and added a track to a playlist, and then subsequently added that album to your library. If you browse to the album that’s now in your library you’ll be able to favorite anything you want, but the track you added to the playlist isn’t going to get converted – it still references the non-library track you originally added.
Playlists from TIDAL are by definition made up of non-library tracks, since they’re not created in Roon. As such, none of the tracks in those playlists are going to be “favoritable”.
It’s an annoying problem, and like I said, we’d like to do better here in the future.