The Arsonist is basically a representation of fascism and the way its rhetoric can creep into conversations without people immediately realizing it (or realizing it at all). In "Steve Bannon", the Arsonist makes digs at socialists, trans people, and Jewish people. In "Abortion and Ben Shapiro", it's male control over women's bodies, but represented through the violinist case, during which we learn that the Arsonist's wife was murdered for seeking an abortion. In "Climate Grief", we see eco-fascism, pro-imperialism, etc.— the character implies at one point that no one was really there when settlers came to America but then later criticizes indigenous Americans as 'backward' before using the Fourteen Words (fascist slogan). "Charles Darwin vs Karl Marx" depicts the Arsonist as a eugenicist and a transphobe, and more than that, as one who blames other people's 'reproductive choices' as a reason for societal suffering, which is a line sometimes used by fascists, including eco-fascists, or racists. These are all demographics and topics picked up on by fascists, and like some of the smarter ones today, the Arsonist doesn't ever admit that they're lighting the fires or that they want certain people to die. It's just subtext you pick up on if you know what you're looking for.
The character is inspired by Max Frisch's 1953 German play The Arsonists. The play is set in a town which is regularly attacked arsonists who disguise themselves as travelling salesmen, talk their way into people's homes, and burn their houses down. The main character, Biedermann (bieder is a German word that roughly translates to "honest" or "upstanding"), is aware of all this at the beginning and is convinced that he could never be taken in by such an obvious grift. However, when the arsonists show up at his door, he is persuaded to let them spend the night in his attic, even helping them store tanks of petrol, and eventually provides them with the match that they use to burn his house down. The play is usually understood to be a parable for the rise of Nazism and fascism and how ordinary people can be tricked into supporting and committing acts of evil through intimidation and duplicity.