That's an interesting point to bring up. Federer is arrogant in the sense that he refuses to change his game. He is the number one player, it should be his opponent who is having to change their game, not him. Which is what he is probably thinking.
It was definitely the case at the FO. If he had moved up a bit, he probably would've faired better against Nadal. He is stubborn and insists on playing from the baseline. He should play in front of the baseline when needed (prime example, against Nadal . . . on clay especially