Holy cow, I wrote a book!
why you have
to hit an arrow key before a keyboard-initiated
Move operation will follow the mouse.
I don't know, but I think it's just a bug.
Mind you, it's a bug with extraordinary seniority
(probably going as far back as Windows 1.0).
The Move and Size commands from the system menu are operated
by the same common function,
and the keyboard-initiated
Size command requires you to hit an arrow in order to specify
which edge you are trying to resize.
The Move command doesn't need to let you pick a side
(since moving is independent of sides),
but the common helper function waits for the arrow key
regardless of the underlying operation.