Peter, I just went through the same scenario, only to realize I was not using the actual Windytv iOS app (the one with the red icon...). I was using the Windy app (the one with a radar screen as an icon).
As far as I can tell, I can't login to the Windytv iOS app (version 1.02) and access the favourites I have created on the desktop version...
Cheers, Guy