Why are Christians so Arrogant?

It's not specific to Christians. There are lots of people who belong to "good" groups or communities as a way to "balance out" the negative things they do, and as a shield when people call them out for doing negative things. "I can't do anything wrong because I go to church" is a thought that often runs through their heads. Oxfam actually has a huge problem where several of the members on mission trips hire local prostitutes and engage in other illicit activities while they are supposed to be serving.