It is intentional that the arrow keys are not impacted by Fn Lock.
There is a small handful of keys that are not lockable:
- Del cannot be locked as Ins
- K cannot be locked as Scroll Lock
- B cannot be locked as Ctrl+Break
- P cannot be locked as Pause
- The arrow keys cannot be locked as page up/down/home/end
All other function-labelled keys are locked.
This implementation prioritizes usability for people who want to keep Fn Lock enabled at all times.