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It's no authoritative source, but I'm obviously not the only one that thinks this: http://www.webdevelopment-blog.com/2011/07/puma-on-redis/

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Why is it more efficient to store everything in individual k-v pairs? Hash tables are certainly more memory efficient, and the difference in CPU efficiency is so slight as to be inconsequential.

doh! I got it backwards. You are right that hashes are more efficient: http://redis.io/topics/memory-optimization

However, for this particular problem, the docs do say:

Don't use KEYS in your regular application code. If you're looking for a way to find keys in a subset of your keyspace, consider using sets.

I wonder why they don't suggest hashes?

Because you might want to use sets to group any type of keys, including hashes.

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