"Hmm, I disagree. For example, SFRs are placed inside directly addressable RAM"

Well, it's my turn to disagree. The SFRs are in the 'SFR space' - they are not in an area of directly addressable RAM. The fact that direct addressing is used to access this space does not mean this space is RAM.

"(in fact, you may write MOV B,#1 as well as MOV 0xF0,#1) but if you put 0xF0 into R0 and then do MOV @R0,#1 then it does not update B register."

Indeed - as you would expect.