Interesting interview and I must admit I'm a fan. However, his arrogance shines bright when he's asked if he is as fast as he was 10 years ago and he responds "maybe faster" with that serious look hahah. Priceless Seagal response. Check it out in part 3 at 9:20.
Well he may appear to be confident (who wouldn't at his aikido level) but not necessarily arrogant. He doesn't sound arrogant when he says that in aikido he is still that guy in the corner trying to put "one foot in front of the other".
I have met aikido teachers with not even one third of Seagal sensei's skills and they were reeeeaaaaally arrogant!