Dear Carlo Rovelli,
I've long thought about the relationship between subjective information and objective quantities relating to physical systems---the sun's heat, in your example. Your idea, I think, clears up that mystery completely, and it goes to show that there are still simple, but powerful answers out there to be found, of which you've provided one.
I've also been interested in your reconstruction of quantum mechanics for a long time. I've thought about the idea that Bell inequalities/the Kochen-Specker theorem/etc., are ultimately related to the fact that one cannot find a single (ordinary) probability distribution to cover all experimental predictions of QM, especially all correlations between observables---that is, there is no probability distribution such that its marginals reproduce all experimentally obtained probabilities. Unless, of course, you allow the distribution to take on negative values, generalizing to a pseudo-probability; then, you get something like the Wigner function on phase space. I keep thinking that this ought to be related, in some way, to your approach, but so far I haven't thought about it enough. Also perhaps of interest is Kochen's recent reconstruction of quantum mechanics along similar lines.
Anyway, thank you for posting this essay, it was a pleasure to read,
Jochen