vi/vim allow you to use the arrow keys for navigation if you want to. The choice is yours. I prefer keeping my fingers on the home row, and so I find hjkl to be much more efficient, especially on a laptop where the arrow keys aren't usually physically separated from the rest of the keys.
Also, you can't have fingers on all four arrow keys at once, while you can with hjkl. It's not only more ergonomic in the sense that you move your arm less, but also because you move your fingers less.