the diagram says the Safety Valve, pressure gauge and axpansion
vessel should be connected on the flow side of the boiler but
before the pump (makes sense). It shows the filling point as
being on the "return" side of the boiler. Why? I can see no good reason.

It can make it easier to flush the system. Just close off the boiler
connection at the boiler isolation valve and you'll find the water supply
and drain are on opposite sides of the radiators, allowing you to flush out
each radiator by turning on the filling loop and using judicious use of the
valves.

Christian.