My question is: Give me a field $K$. Can we always find two $K$-vector space $V_{1}$, $V_{2}$ and a map $f:V_{1}\rightarrow V_{2}$ such that:
(1) If we view $V_{1}$, $V_{2}$ as additive group, then $f$ is a group homomorphism.
(2) If we view $V_{1}$, $V_{2}$ as $K$-vector space, then $f$ is not a vector space homomorphism.
A similar but not same question was seemingly discussed here:
Group homomorphisms and vector space homomorphisms
My current thoughts:
(1) First, release the condition that $\mathbb{K}$ is a field, instead if we consider $\mathbb{K}$ to be a ring, $V_{1},~V_{2}$ to be $\mathbb{K}$-modules then there certainly exists situation that we cannot do so, especially when $\mathbb{K}$ is not commutative.
(2) For $K=\mathbb{F}_{p}\cong \mathbb{Z}/p\mathbb{Z}$. We can't. Given two $\mathbb{F}_{p}$-vector space $V_{1},~V_{2}$, we can show every additive group homomorphism $f:V_{1}\rightarrow V_{2}$ is $\mathbb{F}_{p}$-linear:
Let $a\in\mathbb{F}_{p},~v\in V_{1}$
$f(a v)=f(v+v+\cdots+v)$, where addition is carried out $n$ times, $n\equiv a$ mod $p$.
$f(v+v+\cdots+v)=f(v)+f(v)+\cdots+f(v)=nf(v)$. We have $pf(v)=f(v)+\cdots+f(v)$ $p$ times $=f(v+\cdots+v)=f(p v)=f(0)=0$.
Hence $f(av)=af(v)$ is $\mathbb{F}_{p}$ linear.
(3) (Inspired by Mariano Suárez-Alvarez♦) For $\mathbb{K}=\mathbb{Q}$. We can't either:
$a_{2}f(\frac{a_{1}}{a_{2}}v)=f(a_{1}v) = a_1 f(v) \Rightarrow f(\frac{a_{1}}{a_{2}}v)=\frac{a_{1}}{a_{2}}f(v)$
For other kind of $\mathbb{K}$, see answers below.
If the field is a prime field (one of the $F_p$ with $p$ prime, or $\mathbb Q$) then you can't, and this for exactly the reason you mention (which works also for the rationals). If not, you can.
Indeed, in that case the field $K$ contains a proper subfield $L$, and you can find an $L$-linear map which is not $K$-linear.