I'm curious as to what people who spend more time in vim than I do think about that. Personally it seems more comfortable to be using different fingers rather than shifting when going up/down.
Edit: Echoing asdfs's comment elsewhere in the thread, I think that jkl; would be an alternative with actual, arguable benefits.
And in any case, when was the last time you moved up and down at the same time?
Using HJKL: Navigating vertically is index finger on J, middle finger on K. Navigating horizontally is index finger on H, ring finger on L.
Using IJKL: Navigating vertically is middle finger on I for up, middle finger on K for down, so using the same finger and shifting keys when you need to change direction. Horizontal would be the same as HJKL.
This is what strikes me as odd about the cursor key layout: When changing direction vertically you have to physically change the position of your finger. With the vim (trying to resist calling it 'roguelike' :P) layout you're only moving your fingers when you're switching between vertical and horizontal.
I'm not sure why this bothers me as much as it does :/