For pipeline jobs there is no "star" icon to mark the job as favourite. Neither in the side bar, in the drop down list, or the favourites column.

Manually adding the job as a favourite by calling

https://server/plugin/favorite/toggleFavorite?job=jobname&userName=user&redirect=true

works as expected (the job will then be listed as a favourite on the user configuration page and will be shown in views that filter favourite jobs).

FreeStyle jobs show the "star" as expected.