Coming into ARN from a Schengen area means you can get to ARN departure gates without having to reclear security, as long as the gates are in the same terminal or you are able to take the airside shuttle bus between Terminals.

The one exception to my above sentence is this: while the airside shuttle bus leaves from the domestic Swedish terminal and drops off at other terminals, the airside shuttle bus won’t take passengers to the domestic Swedish terminal — a Swedish customs issue. But this exception shouldn’t affect you, if you are doing HEL-ARN-HEL.