The other movement commands you mention aren't "better" than the hjkl keys. They are very useful, but accomplish different things.
For example, the h key moves one character left. Those other movement keys aren't going to do that for you except in special circumstances.
That said, no one is suggesting that in vim the only movement keys one should use are hjkl. Those other movement keys you mention are also very important, and you definitely should learn them after mastering hjkl.
As for the arrow keys, the sooner you break free of that crutch, the better. You will find your editing efficiency improves immensely when you are able to keep your fingers mostly on the home row.
It's like the difference between touch typing vs hunt and peck typing. Some people are actually quite fast hunt and peck typers. But a touch typist will feel nothing but pity for all the energy they waste hunting and pecking when they could be comfortably and leisurely typing by touch.
There are some limited uses cases for the arrow keys in vim, however; such as occasional one-handed browsing with the arrow keys and page-up/page-down keys, which are conveniently close together on many US keyboards. (Don't mistake this use case for movement while editing, which is very different from simply browsing through a document.)
I've also known of people who use their arrow keys for accomplishing tasks such as resizing windows, which is a reasonable use case because it's generally done infrequently enough for the extra hand motion not to matter.