Yup. The fact that he didn't do it, didn't think of it, whatever, demonstrates his lack of concern/desire for a lasting association with the Green Bay Packers. Many, many former Packers have done it, even some who played for long periods after leaving GB. It seems like every off season you hear of another doing it. Apparently, it didn't mean enough to Favre for him to do it.
Supposedly he has filed his retirement papers, so he will be forever listed under "Minnesota Vikings" on the lists of retired players. A small thing, but another revealing tidbit into the man.