When I click the filter favorite tags it often doesn't show anything. After a while, some new questions ping in, but the original list is empty:
There really should be questions on SO with those tags...
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Okay. So this seems to be a bug after all and they actually fixed it (at least it says it was fixed, let's give it a try!).
From the new nav update question:
Tag engine performance! We are hitting a performance bottleneck with tag engine. This is why you sometimes see empty results (but see a list upon refresh) ...