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FWIW I'm also on macos 15.7.9, zsh 5.9, oh-my-zsh - and I do get this behavior (TIL).

type eg "rg" then up or down arrow, and the history shown is filtered by that rg prefix.

Isn't oh-my-zsh one of those batteries-included distributions? It sounds like that's just one of the configurations that it provides.