I have been wishing for this feature for years, and finally, FINALLY they added it. I didn't even see any announcement for this beforehand, i just saw it in the system section of the patch notes. There is now an option to only include the mounts you marked as favorites in the mount roulette. Same story for minions btw, although personally i don't care about that (i never used minions, until the Cirina minion came around).