I'm using the trial version of PM 6, build 6645 (running under Windows 10). In the Navigator, I opened the parent directory of a large subdirectory tree and selected Open folder and subfolders in new contact sheet. All images in the various subdirectories appeared as expected.
I right-clicked the contact sheet's tab and selected Add to Favorites. This opened a Save Multiple Folders dialog. I provided a name and clicked OK, closing the dialog.
The name I saved now appears as the title of the open contact sheet's tab. But it doesn't appear in the Favorites tab (the one to the immediate right of the Navigator tab).
This happens every time I try it. The attempt to create the Favorite item also fails when I open multiple subdirectories as described above, then select File>Remember Folders as a Favorite.
Have I omitted a required step? Or perhaps I've misunderstood how the Favorites feature is supposed to work?