@Roy15 I don't know which Uconnect you have but are you sure Favorites is turned on? Click on Browse, Favorites, and there is a tab for settings, you can select none, audio or audio/visual notifications.
I found this out after I upgraded my Uconnect 3 to a 7 inch radio.
Yes I have it turned on. I have multiple favorite artists but on random basis it will display them and other times not. This issue was also on my 20 wrangler as well. I suspect it has something to do with serious radio as well but just a guess.