no, I deny to say that Federer was arrogant in his interview. I think that was PURE confidence. Becker stated that Roger is certainly realizing (he can deal more and more better with him as #1) that he is the number one and there is nothing wrong at all if you to have confidence if you are winning matches like Roger did. Becker said he finally likes it that Federer is not always just hiding and understating, but also saying "hey, I can beat everyone on every surface!". I agree with Becker in that point. If you ARE winning like Roger does and if you let your results speak for themselves like Roger does, there is nothing wrong at all.
I remember very well that he was asked in a interview right after his match against Hewitt today in German TV how he was playing. He said (in German) he was very glad with game and he also mastered the most difficult part of the match, what was not winning 6-0, but putting Hewitt finally away and slamming the door after he got broken back. Roger said it was the most difficult part of the match not letting Hewitt coming back as he broke back to make it 5-4*, but instantly breaking Hewitt's serve again to close out the match.
He was also asked if he can understand the people who were mainly cheering for Hewitt in the 2nd set. Roger said something like "yes, of course, I can understand that. The people here want to see more tennis, they want to see a third set or maybe a tiebreak, but I can't allow that because if you let it slip away you can find yourself down and trailing quickly. It could be a fatal breakup in my game. Sorry (with a little shyly smile), but I may show no mercy". (it's not exactly word by word, but it's 100% the sense). Roger said "it was one of my best matches on clay!" He was also very optimistic rating his chances for tomorrow: "I didn't expect winning so easily, but now I'm realizing that I have good chances to win this tournament."
Finally he was asked for his prospect concerning Roland Garros and Roger said "winning of course" and one question was also "what do your opponents have to do in order to beat you?" Roger: "they have to just play tennis, but a mediocre form on that day will probably not be enough against me".
BTW, Roger also mentioned Coria's incredible winning streak and said that he couldn't have gotten a tougher opponent. So there is not disrespect to his opponents at all.
the only thing I see there in Roger's words is that he has HUGE
confidence, maybe it reads arrogant if you just read his words, but it absolutely wasn't arrogant if you heard him talking and answering the questions. He wasn't unfriendly, or short-spoken or didn't act exclusive. In my eyes, what I saw was a confident (not over-confident) player who feels that he is in good form.