Something else is eating your keys, the window manager most likely. Go to settings and set virtual desktop switching to something else.
The behavior you are describing is the default (readline commands).
$ bind -p| grep -E 'forward|backward-word' |grep -v "^#"
"\e\e[D": backward-word
"\eOd": backward-word
"\e[1;3D": backward-word
"\e[1;5D": backward-word #<---- this
"\e[5D": backward-word
"\eb": backward-word
"\C-f": forward-char
"\eOC": forward-char
"\e[C": forward-char
"\C-s": forward-search-history
"\e\e[C": forward-word
"\eOc": forward-word
"\e[1;3C": forward-word
"\e[1;5C": forward-word #<----- and here
"\e[5C": forward-word
"\ef": forward-word
"\e[6~": history-search-forward
urxvt doesn't send the same sequence of characters for those keys as xterm, but it can be configured to do that. – Thomas Dickey – 2017-11-27T01:17:14.703