Alright, I took a closer look at the man page and this caught my eye:

ENV    If this parameter is found to be set after any profile files are
           executed,  the  expanded value is used as a shell start-up file.
           It typically contains function and alias definitions.

And it seems that the usual way to have a .kshrc is to set ENV=~/.kshrc.

But to get to the actual bug:  We've agreed that the documentation makes
it clear that .profile and /etc/profile are sourced only if the shell is
a login shell.  Here's what I noticed:

1) running 'ksh -l' definitely gives you a login shell.  And ~/.profilie does 
get sourced when you run 'ksh -l'
2) gnome-terminal doesn't seem to run ksh as a login shell even if you ask it 
to by clicking "run command as a login shell" in its preferences.  It doesn't 
seem to work for bash either.  However, you can set the custom command to run 
'ksh -l' and that seems to work.  So maybe this is a bug against gnome-terminal.
3) ssh doesn't seem to run a login shell when you login.  Didn't work for ksh 
or bash.  I tested by seeing if .profile got sourced (or in the case of bash, 
.bash_profile didn't get sourced).  $- also doesn't contain an "l" after 
logging in.

Does that match up with your experience?

-- 
pdksh's operation conflicts with documentation, /etc/profile and ~/.profile are 
not read
https://launchpad.net/bugs/49633

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