I feel that it used to be possible to move vector objects with arrow keys, but not anymore. I'm not sure though. I don't even know since when.
If I'm missing something or it's your policy to make krita this way let me know.

Thanks.

Version 4.2.4 and previous versions could do this but version 4.2.5 can't, nor can the latest 4.3.0 pre-alpha.

With 4.2.4, you have to select the shape by clicking on it. If you click the Select Shapes tool, the last drawn vector shape is automatically selected but will not respond to the arrow keys. You have to reselect it by clicking off it then on it.

It sounds like a bug report is needed.