Nothing statistically profound.
According to my stats Churchill favorites win just under 30%, (29.8ish) overall that climbs up a bit closer to 35% in Stakes races at Churchill, but thats obviously a much much smaller data set.
If we just look at CD Kentucky Derby undercard, favorites are winning right at that 35%, now I didn't take into account Big Favorites, I just filtered by post time favorite.
It could be something to the idea of an even money favorite or better