In MacVim, if you put your cursor in the middle of some text document, and you hold shift and press the left, right, up, or down arrow keys, it has the effect of extending your selection by words to the left or right, or to the beginning or end of the document up or down. This is not standard mac behavior. For comparison, try doing the same thing in TextEdit, or basically any other text editor on any platform. If you hold shift and use arrow keys, you expect the arrow keys to move the cursor as usual (one character left or right, one line up or down) and the selection will be extended from the cursor's original location to the new cursor location.
This is the one and only thing I find frustrating about using MacVim. Is there any way to improve up on it?