Once a Favourites list has been saved to make it 'sticky' you must change to a channel contained within that list via the EPG.
Favourites can be accessed from within the EPG using + button, change group.
Once 'stuck' the programme up/down button will only cycle through channels saved in favourites list selected.
Note: If you change to a channel not contained within selected Favs group the the channel listing, guide etc will revert to default ie TV.