The arena was actually rather close to the perimeter of the base, with the prison being in a far more centralised location. And, thanks to the direction he had chosen to go in, it was the closest place that he could exit the base from
"Well, I suppose that makes sense. Makes it harder for prisoners to escape. Harder, but not impossible."
At the top of the tower was a bell that hung from the very tip of the tower, and was supported by wooden beams. Attached to these beams were sirens, so Gus was unsure of whether the bell actually worked or if it was simply there for show.
Hidden behind the arena, at a point where it was still visible from Gus' vantage point, stood training grounds and some structures that Gus could only assume to be the main barracks of the base. That did make his escape somewhat more difficult, but since the nearest gate was there, it was the only real choice that he had if he wanted to get out of here.