Do you customize your prompt? I found this thread that smells similar: https://superuser.com/questions/1106545/why-would-esc-p-or-ctrl-p-not-work-in-one-terminal-but-work-in-all-the-others
I wonder if escape sequences are detected by reading the whole prompt and it needs to first rule out an escape sequence before deciding to go to command mode.
EDIT: also, this from the Haskeline wiki, just in case: ControlSequencesInPrompt · haskell/haskeline Wiki · GitHub