When you're viewing the questions page under a favourite tag (as you are here), only questions that have another of your favourite tags as well are highlighted.
This holds even if you are viewing the questions under a combination of tags - there must be a further favourite tag for the question to be highlighted. So for me, when I view c# questions and then click asp.net over on the 'Related Tags' on the right, I get this list, and only questions with another of my favourite tags (above and beyond c# and asp.net) are highlighted.
I only know this because I worked it out myself. I've gone looking for a reference for this, but the faq-tagged post about highlighting didn't mention this particular facet, so I've added it there.