Your .tk domain is not simply a redirect domain. When you take a closer look, you will see that when you use your .tk domain, your page will appear in a frame. Logically, the icon does not show then, because you have not specified a FavIcon for the page containing the frameset.
A workaround would be to force the page to avoid frames, by reloading it if it is loaded in a frame. In order to do that, use the following code and put it in the head section of your page.
code:
<SCRIPT TYPE="text/javascript">
if (top.frames.length != 0) {top.location.href = self.document.location}
</SCRIPT>
Note that this will show your site's full address in the address bar instead of the .tk one. The code should reload your page if is detects that it is being loaded in a frame.