Separate cursor keys are much more intuitive indeed!

But people who like Vim don't like it for its intuitiveness. Cursor keys aren't ergonomically located, switching from touch typing to moving the cursor with cursor keys involves a massive hand movement compared to how frequently it's necessary. Using HJKL for movement fits extremely well together with touch typing, and the vim mode switching is more comfortable than moving the hand to the cursor keys.

Don't confuse "intuitive" with "ergonomic" or "efficient" or good". They're very often not the same thing.