To be more specific.
Clan Legion of Mages does not have the option to "Add members of this Clan to your favorites list".
I've checked many other clans and I'm not getting the same problem. For example Force Majeure who are listed below them in the statistics page (at time of this post) seem to be working ok.
I've also confirmed that I don't have all the members of Legion of Mages already added to my favorites list.