It's been a long time since I studied octopus anatomy (well, it was really just an overview of the [three?] cephalopods), but don't they have eight arms, of which only one has the sperm tube? So it's not like they have a 'favorite' arm, it's just the one arm that can do it, so it's their favorite arm.
post search: Yeah, it's called a hectocotylus.

