You're absolutely right, I stand corrected.

The 6502 gets by doing immediate load: 2 clock cycles, 2 bytes (frequently followed by single byte register transfer instruction). Out of curiosity I did a quick scan of the MOS 1.20 rom of the BBC micro:

  LDY #0 (a0 00): 38 hits
  LDX #0 (a2 00): 28 hits
  LDA #0 (a9 00): 48 hits