Um no xfire isn't what causes this specific problem, its just not saving it correctly, maybe if you get all the ips of your servers in your favroites first

then delete your favtories server file thats stored by steam, re-option steam, open anygame, add the favorites to the serverlist, then exit then view normal list... should show the same favorites you just added, then if you go back in game if you add them then exit and repeat a few times it should finally store them