An important principle of EA is trying to maximize how much good you do, when you're trying to do good. So EAs probably won't advise you  to base most of your charitable giving on emotional connection (which is unlikely to be highly correlated with cost-effectiveness) -- instead, according to EA, you should base this on some kind of cost-effectiveness calculation.

However, many EAs do give some amount to causes they personally identify with, even if they set aside most of their donations for more cost-effective causes. (People often talk about "warm fuzzies" in this context, i.e. donations that give you a warm fuzzy feeling.) In that sense, some amount of emotion-based giving is completely compatible with EA.

I would say it's perfectly fine to have pet causes, when the favoritism doesn't abuse public authority or a position of trust, for much the same reason as your example with loved ones.

Every child deserves to think that his parents love him more than other children, who hopefully have their own parents, or else need special care and attention provided.

Similarly I think we should accept that everybody deserves to think that they are part of a network of overlapping affinity groups, and that if a small fire started in our yard while we weren't home, our neighbor would stop what he was doing and put the fire out.