I really don't understand (having read everything above) why anyone prefers {1,2,3}.frozen() over f{1,2,3}. Yes, some people coming from some other languages might get confused (e.g. in Mathematica this is function call syntax) but that's true of anything: you have to learn Python syntax to use Python. The fact that {1,2,3} is a set and f{1,2,3} is a frozenset is not difficult to explain or to understand, especially in a language that already uses single letter prefixes for other things.

The .frozen() method is a strangely indirect way to achieve a minor optimisation. Outside of attempting to achieve that optimisation it's basically useless because any time you would have written obj.frozen() you could have simply written frozenset(obj) so it does nothing to improve code that uses frozensets.

With f{...} you have a nice syntax that clearly creates a frozenset directly and that can be used for repr.