Favorite sections do not assign themselves to keyword collections, never did, they only get assigned to keyword collections if you assign a keyword to that section, also. That’s two different organizational techniques being used at once. What I do is make a Smart Collection that looks for favorites, or favorite ranges with specific words in the name (you can rename a favorite range in the Browser). So don’t use Favorites, just make the In/Outpoints and make it a keyword range, save a step.
F turns a selected range into a Favorite.
Cmd-K turns it into a keyword range, or remove it from a keyword collection. Or you can simply drag a selected range into an existing keyword collection, BUT if you have more than one range highlighted, it will drag them all. Which I think is happening to you, you have multiple ranges (Favorites) highlighted at one time.
Alt-X removes any selected ranges on a clip (but will not remove any Favorites or Keywords, only deselect the ranges).
But never has assigning a range to a Favorite assigned anything to a keyword collection by itself.