Since I filed my I-140 together with the I-485 application and I also applied for EAD, what is the better way for me to keep my legal status in U.S. if my I-140 is denied after my replying of the RFE? 

To keep the legal status in U.S. after the I-140 denial, it is extremely important that an H-1B holder maintains H-1B nonimmigrant status rather than sitting on EAD status. There are two reasons for this: 

1) the I-140 denial or I-485 denial does not disqualify the applicant to re-file the case, if you are in a valid nonimmigrant status. Those who stay and work on EAD lose a legal status, as soon as I-140 or I-485 is denied and becomes ineligible to file another petition. 

2) the denial of I-140 can be appealed, if you are in a valid nonimmigrant status. The H-1B holder is eligible for 7th year or indefinite extension of H-1B beyond the 6-year limit during the appealing process, until the final decision of the application.