From a support mail:

I did notice that personal/user labels did not appear
restore after a full backup/restore using 2.1.2
Build:#407 (Jan 12, 2006). This is primarily
noticeable as the user's favourite pages are tracked
using what appears to be a personal ("my:" prefix)
label.

A quick look into the MySQL database label table
reveals the favourite label was restored, but the
NAMESPACE value for the row does not match the value
on the original. Changing it to match the value in the
original database causes it to appear as a personal
label but does not cause Confluence to display the
favourite pages on the Dashboard.