If you actually hit the two keys at the same time, your cursor will move diagonally. As soon as you press the keys one after another, the operating system will only send a "key repeat" event for the latter as you observed, and as such OpenMPT cannot "see" that the other key is repeating as well. Now of course we could implement even more custom key handling logic for "key repeat" events, but I don't see a lot of gain in moving cursors diagonally.