And yes, “Favorite” means different things in TIDAL and Roon.
A Favorite in Roon means this.
If you make a TIDAL album a “Favourite” (in the TIDAL app), this means that it will be automatically added to your Roon Library. If you subsequently delete the album from your Roon Library, it will be automatically removed from your list of TIDAL favorites; i.e. it will be “unfavorited”.