The shift key overrides NumLock
Perhaps not as well-known today as it was in the days when the arrow keys and numeric keypad shared space is that the shift key overrides NumLock.
If NumLock is on (as it usually is), then pressing a key on the numeric keypad while holding the shift key overrides NumLock and instead generates the arrow key (or other navigation key) printed in small print under the big digits.
(The shift key also overrides CapsLock. If you turn on CapsLock then hold the shift key while typing a letter, that letter comes out in lowercase.)
Perhaps you might decide that this little shift key quirk is completely insignificant, at least until you try to do something like assign Shift+Numpad0 as a hotkey and wonder why it doesn’t work. Now you know.