Arabians are just…different (I have two of them). They like to look at things, and anything new might be dangerous, and therefore should be treated with extreme caution. Can you put him on field board? Both of mine prefer that, although they will stay in a stall quietly for awhile, so long as they have food or human attention. Both dislike the peacock and the turkey, although are not at all bothered by the chickens or guinea fowl. Joe Joe does not like parked tractors, but moving ones are fine. The list goes on. Give them plenty of time, and turn them out as much as possible.
It is never the horse's fault