Vortex manuals are well known for being incomplete, so a preprogrammed key combination could exist, although not mentioned in the manual, but - ok - in case of a keyboard with physical arrow keys, a preprogrammed alternative arrow cluster isn't really needed.
It's certainly strange. Also that you found a newer firmware, than the one on their website.
If you decide to use it, it could be necessary to start the firmware program with right-click - "run as Administrator".
To see, what codes are actually sent by the keyboard, I can recommend the tool "EK Switch Hitter" (if you're using Windows).