My season wide favorite has won 4 times (Kelly, Fantasia, Jordin, David C). My favorite made it to the finale and lost five times (Bo, Katherine, Adam, Crystal, Kree). The rest, including this season, they were eliminated before the finale (Haley, Elise, Jessica). Season 2 I only watched the finale and I liked Ruben better.
So I guess I can't say my favorites never win, but the seasons since the WGWG era have largely been disappointing for me.
Both this year's finalists have pluses & minuses & neither was my favorite, so it's a toss up for me.