Arenvald was probably just tasked to go get something from Ul'Dah at the time of the attack, if Arenvald was at the Waking Sands he would've been captured. The Scions had no idea the Garleans were going to mount an attack on the Waking Sands and Noraxia was in the safest place to them, you don't need a bodyguard 24/7 if you feel completely safe, this would be like blaming the camera security guard for a break in via the toilet, both failed their job but not exactly their fault either.