Given Anvil's boast that the Arrow is the "most agile fighter in its class", and that it is smaller and cheaper than the Gladius, with identical maximum hardpoints and components, why would I want a Gladius instead?

Anvil Aerospace built the Arrow to compete with the Gladius for a lucrative military contract. Anvil's marketing team would have you believe it outperforms the competition in every way, but that isn't exactly the case. The Gladius has superior missile hardpoints and its dual engines should out-accelerate the Arrow in a straight line. To get the price that low, Anvil included a cheaper turret mount with Size-1 weapons, and users may want to purchase larger weapons to get the most from the Arrow's hardpoints. As always, balance is still being worked on and is subject to change.