Is that I missed something or it’s the truth that it’s still not happening in 1.3?
If so, can’t believe that such little feature can’t be done after a year…
I can, just select artist and click the heart. 
️ Just tried it with an artist I only have Tidal albums of. Sherman Robertson.
Per my understanding is that you can mark favourite artist of TIDAL, only if there’s one of album of that artists has been added to library.
If it’s the new artist that you just discovered in Roon, you can’t mark it as the favourite artist. (no heart icon there).
Is it correct? 
That makes sense, why would you not have a fav artist album in your library? By definition they are a favourite so you will either have a CD, Download etc or a stream.
Thoughts, Chris