Hi Jann,
Not sure how this setting could be "lost" only for some users. This should not happen.
But as you said, going to the Personalization and enabling the Favorites again will do the trick. Doing it in the backend via SPERS_MAINT is another method of achieving the same.
And now, thanks to Note 1701936, you can use SPERS_MAINT in order to set a system wide default. Or you can set a default for a given Business Role via customizing (see the How To Guide attached to the Note).
BR - JYves