This seems a bit like an oversight, because it feels like an important key to me. Maybe I’m doing something wrong, I wasn’t convinced to buy the game until the free AoE4 week. But if this is a bug, it seems kind of important to fix.
I bet it’s because arsenals only exist in the campaign.
While I can’t speak to Arsenals specifically, the team is looking into how we can add better hotkey support for Campaign missions.