...use some inferior readline clone.
I hear that. At some point Ubuntu screwed up and linked the MySQL client with libedit instead of readline, which has caused me much wailing and gnashing of teeth. Don't get me started on all the ways Ubuntu / Debian has fucked up the packaging of MySQL.
I still have fit-of-rage moments when I try to use things that either (a) try to roll their own line editing or (b) use some inferior readline clone.
rlwrap is nice, but typically the shells I'm using have other functionality that I miss too much (tab-completion) if I use it. For instance, I've given up using rlwrap with the Scala repl for this reason.