At least one Japanese crankset manufacturer made at least one model with arms that were not tangent to the center of the crank. Every example I ever came across had arms that were in tension rather than compression. My guess about why discs with swept-forward or swept-back arms appeared on the market is the same as it was for those cranks---that someone thought it looked racier that way.
The one benefit to directional arrows on discs is probably the same as that for directional tread pattern arrows on skinny bike tires: consumers asking fewer questions. You have to feel sorry for the crank manufacturer, since the crank can only be installed one way.
The use of tangential arms for discs to offer slightly improved cooling might make sense (depending on the designs being compared), since there could slightly more surface area for a given cross-section. Can't see how the choice of rotation direction would make an iota of difference, though.