Consumable Arrows are not just about a Gil Sink. Having Consumable Arrows allows for Archers to have Significantly Higher Damage and Future access to Addition skills with Status Effect Arrows. If you make Arrows unlimited you cannot have things like Sleep Arrows, Drain arrows or Fire arrows. Also, the average Damage of every arrow would need to be reduced. Gil for Damage is the Concept. You can greatly increase your Damage by purchasing higher quality arrows or you can get a full stack for 2k and not take the dmg bonus.

Your not supposed to grind with Cobalt Arrows.