Hi Barbara,
I have tested it and you are right that the exchange rate differences will post to difference account irrespective of the perpetual cost method.
If you need a workaround to post the differences to material account you can do it manually through the Journal Entry Vouchers and select journal entry type as 0087 - Manual Entry for Material.
Refer to help document : Manual Entries for Material and follow the instuctions
Thanks
Lokesh Sharma