Do you have the right scroll wheel mapped to audio source selection? If so you might be unfavoriting by accident: all it takes is a tap on the right scroll wheel. I used to do this pretty frequently, and then I'd have to recover the station from the "recent" list.
I gather this has annoyed a number of owners, and personally I've never wanted to favorite or unfavorite from the steering wheel. In my opinion it was a minor design error to make this feature so readily accessible. An easily activated feature shouldn't make changes to user preferences, and when making changes to user preferences there should be an easy way to undo the change. But I suppose Tesla could fix it any time: remove the (mis-)feature, or map it to something useful.