Probability that first person was born on some particular day of the year (say on January 1st) is $\frac{1}{365}$, probability that second person was born on some particular day is $\frac{1}{365}$, the same for any other person, no matter how many persons you have in your room. The probability that everyone in some room have birthday on the same day is $(\frac{1}{365})^n$, what proves independence. Entering some room does not have any connection whatsoever with your, or others birthday.
Obviously, if you ask if $A \ne B$, then the answer will depend on what $A$ is and on what $B$ is. It will be a function of $A$ and $B$ and so the result will be dependent on both of variables. So it is a matter of how do you define an event in this scenario.
Example
Let me illustrate it using simple example. For the sake of argument, let's for a moment ignore the fact that biased coin is impossibility and imagine that you have two coins $A$ with probability of heads $P(A=1) = 0.4$ and $B$ with probability of heads $P(B=1) = 0.7$, that are thrown independently. This translates to the following table of joint probabilities (you can easily re-create it by using your favorite statistical software to simulate such coins and then create pivot table of simulation results):
$$
\begin{array}{c|cc|c}
& B=0 & B=1 \\
\hline
A=0 & 0.12 & 0.28 & 0.40 \\
A=1 & 0.18 & 0.42 & 0.60 \\
\hline
& 0.30 & 0.70 &
\end{array}
$$
You can easily see that $A$ and $B$ are independent
$$ P(A=0, B=0) = P(A=0)\, P(B=0) = 0.4 \times 0.3 = 0.12 $$
etc. for all combination of such events. Since in Birthday paradox problem you are comparing birth dates of different people, to go further we need to introduce another random variable that is a function of $A$ and $B$:
$$ X_{AB} = \begin{cases} 0 & \text{if } & A=B, \\
1 & \text{if } & A \ne B
\end{cases} $$
what translates to the following probabilities
$$
\begin{aligned}
P(X_{AB} = 0) &= P(A=0, B=0) + P(A=1, B=1) \\
&= 0.12 + 0.42 = 0.54
\end{aligned} $$
$$
\begin{aligned}
P(X_{AB} = 1) &= P(A=0, B=1) + P(A=1, B=0)\\
&= 0.28 + 0.18 = 0.46
\end{aligned}
$$
You can easily check, that $X_{AB}$ is not independent neither of $A$, nor of $B$, e.g.
$$ P(X_{AB} = 1, A = 1) \ne P(X_{AB} = 1) \, P(A = 1)$$
as
$$ 0.18 \ne 0.46 \times 0.60 = 0.28 $$
So if you consider individual tosses of the coins (e.g. $A=1$, or $B=0$) as events, then they are independent. On another hand, if you are interested in random variable $X_{AB}$, and call it's instances as events (e.g. $X_{AB} = 0$ since $A=B$), then it is not independent neither of $A$, nor of $B$. The same with Birthday paradox example, dates of birth of different people are independent, but comparing the dates is obviously dependent on the dates compared.
So the problem does not really lie in probability theory, or numbers, but in using statistical terminology precisely. If you consider as an events that John was born on May 6th, or that Emily was born on September 17th, then the both events are independent*. On another hand, if you consider as an event in your experiment the fact that John was born on different day of the year then Emily, then this obviously it depends on their days of birth. It is totally up to you and your aims what you consider as an event, but you have to remember to do it precisely. The problem was that you have been comparing different kinds of events and nobody said that they were to be independent. Check also What is meant by a "random variable"? to read more about random variables and "events".
* - Well, being precise, they could be dependent in some cases, e.g. they are twins, or simply siblings etc., but imagine we are talking about some "random" people, not related to each other