I have complained about it for a year now but the cows never came home.
Bugzilla Bug 344221
My last attempt to get it fixed for F8.
It seems that the kernel and grub program are installed before the bootloader (which is done at the very end of anaconda. i.e. No where put the boot sector - except on the mbr of sdb, however I could not boot it from there either. I didn't try a direct bios boot but one shouldn't have too.
Even if it did work, the grub entry is still hd(0, 0) in the sdb drive's /boot/grub/grub.config
So, as they say, nobody cared.
File a new bug and dress it up with sweet talk. Maybe that will work by F9 or 10.