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Did you clear the history? If so, it can take some time to re-populate the frequently visited sites. But for me they also behave a bit buggy.

Also: Does anyone know if these are supposed to sync across devices (I have a different set of sites on my iPhone than I do have on my MacBook)?
 
If you look for posts mentioning Safari syncing, bookmarks syncing, or History syncing you will see what the problem is. For me 2 of my devices do not show any history items of sites I visited on my other 2 devices. The other 2 get those to sync properly. Bookmarks are hit or miss between the 2 problem devices as well. This all will affect Frequently Visited sites as well. Those with certain devices won‘t see an issue and those like me will see the issue on some but not the other devices. Just safe to say that Safari syncing is a mess in 13 through 13.2.
 
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