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That's the way vi is supposed to work, since it is based on the paradigm of a modal editor.

I learned vi in vi on UNIX, so the modal way stuck and I can glide and float between vi on UNIX and vim on Linux without getting busted on trying to move with cursor keys. I see Windows/Linux users get busted on that a lot, because they didn't install UNIX at home and learned on that first. It's frustrating to watch them get busted by that in person, over and over again.