I think you're misunderstanding the fsf. I'm not an expert, but here is my
point of view.
The point is:
whenever software is on a rom and it's not modifiable, yes, the fsf doesn't
consider it as software and the four freedoms don't apply.
BUT the fsf raises the next question to all things which aren't considered to
be software:
does it contain malicious features / restrict me in any other way?
As far as I heard, they care about this topic as well.
Onpon4 mentioned someone who called old video games acceptable. I think that
was me.
I think they're like a cd which I insert in a cd player. There is no
possibility to restrict me as a user (no internet connection, private data
etc), thus it seems acceptable to me.
I bought the console just for this issue: playing the games.
So I can accept not being able to modify the games.