Because the hjkl key bindings are invented by touch typists for touch typists. Touch typists are more comfortable with using hjkl than the arrow keys as the hj

Because the hjkl key bindings are invented by touch typists for touch typists. Touch typists are more comfortable with using hjkl than the arrow keys as the hjkl keys reside in the home row; so they are extremely cheaper to press than the arrow keys for touch typists. And, you don't need to move the cursor in insert mode. vim and more generally the modal editing concept is invented just so you don't do that. I'm not sure if you are a rookie vim user or have a niche use case that requires moving the cursor in the insert mode. I think it is funny that vim supports arrow keys at all. It's probably to reach a wider audience, and for compatibility. And a related fact is that the original vi doesn't support using arrow keys in insert mode in the way you expect.