Can you be more specific about where these “Dash stations” come from? TuneIn offers me “Dash SA Radio” and “Dash musica Gourmet” which have no problem being added as a favorite.

Sorry, I only have the one option (and I think it's not available outside the US). Screenshots below for clarity.

There is a Dash provider / plug in, which I think the OP is referring to.

Correct, it is the Dash Radio music service that is in question.

Ah, ok, makes sense now. Music services such as this need to explicitly declare that their content can be made a Favorite and added to Playlists, and clearly Dash has decided not to allow this.

See canAddToFavorites and isEphemeral here: https://developer.sonos.com/reference/types/smapi-object-types/

If you want this changed you’ll need to ask the Dash folks.