If the device is an AT&T branded device then the myfaves app will not load to it by default. You can still use it on TMo with myfaves, however. Additionally, if you want the myfaves app then you need to edit the blackberry.alx file so that the myfaves .cod's are loaded. This post should help with editing the blackberry.alx file.
How to Add Vendor Locked Themes - BlackBerryFAQ
It makes no difference what OS is loaded to the device. If you load a TMo OS it still won't load the TMo themes and myfaves app to an AT&T branded device without modifying the .alx. What gets loaded to the device is based on the vendor code hard coded to the device. A TMobile device has a vendor code of 100. So the blackberry.alx file tells Desktop manager to load apps for TMobile based on the vendor code it reads from the device. If it reads 102 from the device (AT&T) then it loads themes and software for an AT&T device.