This is caused by feature 1800, deleting the /Users/<your login>/.adom.data/adom.kbd file is probably the easiest way to solve this.
Otherwise you have to modify your existing adom.kbd file by adding the mappings yourself. For example bind w\L to the w4 command (use w\U for up, w\R for right and w\D for down accordingly):
But I understand that people downloading the game without any previous ADOM installation in their computer will get these bindings by default so that w+arrows work, right?
I think we mentioned that it is recommended to remove the whole "adom.data" directory for every new prerelease. I probably should add a reminder to the download page. :)