Why Do My Favorites Not Have Page Numbers?

The title speaks my query.

Because that's the way it's been working for the last several years. FWIW, you can still use numbered pagination manually (just add ?page=1, ?page=2, etc), which means you could create a Javascript that would replace the sequential paginator with a numbered paginator.

Try the ordfav metatag: ordfav:Zendenal

There are two ways to view favorites, the /favorites page, and by using metatags in the search box (fav:Zendenal or ordfav:Zendenal - the difference between these two metatags is that ordfav shows them in the order you favorited them, and fav is the order they were posted, which could then be combined with different ordering metatags -- see help:cheatsheet if you're interested). The favorites page only shows prev/next, but the post search page should show page numbers