The issue here is in Arbitrum WETH implementation itself. The protocol uses transferFrom() function to transfer assets from the Bank to the Client. This is like the Bank should approve itself first.
In Ethereum WETH will not check for approving if the spender address (the address calling the function) is the from address (the address that will take his tokens). So using transferFrom() in that case will act like normal transfer().
In Arbitrum, WETH tokens don't support this, if the caller (spender) is the same as from address, WETH token will deal with this as a normal transferFrom operation and try to spend allowance, which will result in revert as there is no previous approving of Bank to itself. And this is the standard ERC20, that checks approvals even if the caller is the spender.
To overcome this issue, the Developers should use transfer() function instead of transferFrom() when withdrawing. But our developers get tired of this and will leave the Web3 ecosystem and return to Web2 xD