HERE Maps app will soon be discontinued and would be replaced on Windows 10 Mobile and Windows 10 by Microsoft Maps.
So if you had Favorite Places saved in HERE Favorite folder there was no way earlier to export this data to Microsoft Maps. But Fortunately, a french developer Jérôme Mevel has been able to create an online tool that can take your Favorite Locations of HERE Maps’s online service into Microsoft Maps.
You can check this site at jmevel.com and follow the process on the page to import.