What browser do you use?

Can you check the source for the "shortcut icon" meta tag? It should be there, so I assume that your browser simply cached the icon from your domain and ignores the meta tag.

I'm using Firefox 19.
I have checked source meta tag: <link rel="shortcut icon" href="plugins/CoreHome/templates/images/favicon.ico" />

Login page: piwik favicon
My piwik home page: my favicon
All other pages: piwik favicon

I must press CTRL + F5 to show piwik favicon on my piwik home page, but if I go to another page and go back to my piwik home page, piwik favicon go away. There are no 200 or 404 information in firebug network panel.

My piwik homepage is index.php?module=CoreHome&action=index&idSite=1&period=day&date=yesterday#module=Dashboard&action=embeddedIndex&idSite=1&period=day&date=yesterday&idDashboard=1

as long as the meta tag favicon is there, it's not a bug in piwik but bug in the browser