Arthur couldn't understand how his daughter disappeared like that and no one knew where she had gone to. His and Arlo's men had been looking for her for days, but there was not even the slightest sign of her whereabouts. It didn't make sense.
If she was alive, she would need to use money to sustain her living situation, wherever she was, but her money remained untouched. It was possible if she earned it by the deal under the table, still, it didn't make sense for Arthur why she wanted to stay away from them all.
He could understand if River wanted to take revenge to both Arlo and Aubrey, because he knew his daughter well enough to tell that she was holding a grudge really well, but for her to give up and disappear, it didn't make sense at all.