I'm not seeing a really easy way to just view favorites specifically. Here are my thoughts/suggestions
The Kuler extension Window>Extension>Kuler is not user specific but does allow you to search by author and has the option send to the swatch panel. I probably wouldn't go this route as it is kind of labor intensive.
I'd probably save all your favorites as local files and then just either load them individually as needed or put them in the presets folder.
Something like this:
1. Sign in Kuler.adobe.com with your Adobe ID that has all your favorites
2. Select the Favorites section under MyKuler
3. Create a folder on the desktop of your computer named Favorites
4. Save each of the favorites as a .ase file into the folder you created on the desktop by selecting it and hitting the save button on the webpage
5. Close Illustrator
6. Copy the entire Favorites folder into the Swatches Presets folder on your computer, not sure what OS your are on but probably something like \Adobe Illustrator CS6\Presets\en_US\Swatches\
7. Launch Illustrator, open the Swatch panel (Window>Swatches), in the flyout menu in the top lefthand corner Open Swatch Library towards the bottom of the menu
8. Favorites should be in the list there and you should be able to select any of the themes you put in the folder
Thats probably the process I would use
Thanks David for your solution, I 'm quite surprised that it's not an option to be able to access them as you can other pallets.