Sorry, that is currently not available. I recommend submitting this as a Feature Request under the specific add-on category. It'll also give other users the option to vote up the feature request, and help us prioritize features to add in upcoming versions of this add-on.
http://support.solspace.com/support/discussions
Although we haven't tried this ourselves, if there is an add-on that can "make guest members logged in", then perhaps you can use that as a workaround to allow guests to mark favorites. Again, never tried this ourselves so can't guarantee this would work.