i think they were in the past, but the gamehoster has given the ip to another server and then the new server is shown in the list.
It is the only thing I could imagine. I have asked for a solution many 7 days to die veterans and until now, nobody could delete those "spam". :)
I do not think this is a bug. I think nobody ever thought about that and it would be really really nice if we can delete servers from the favorite list in future.
Currently the favorite list will gets longer and longer with servers we never played.
(I had over 100 inside but had deleted my SSD...