I don't think SCI has a key up event. So when you press and hold a key, you only get a "key down" event, and then the repeat kicks in, so you get more "key down" events.
Now, since I've built my own interpreter, I can do whatever I want. My current plan is to offer both as options (with hold down to move as the default) - but I think I'll also need a "run" mode, otherwise it would get tiring as you said.