Every time I leave the beast form, it seems I'm naked and don't wear any of my clothes. Is there a way to not lose them after returning? Or should I become used to add my apparel to the favorites list?
There's no way to prevent changing back naked. Unfortunately, you'll just have to put the clothes back on every time you transform.
If you're playing on PC, you can use the Werewolf Aftermath Re-Equipper mod, otherwise you will have to reequip your stuff after each transformation.