This dialog is only for creating your own "virtual font" which can combine fonts for Asian (Chinese, Japanese, Korean) languages and non-Asian languages. The Asian Text font family drop-down only lists Asian fonts available on your system. Arabic is not an Asian language.
If you want to continue to use Frutiger as your font for non-Arabic text (and not a font that covers both western languages and Arabic), one possibility is to create a dedicated character style for the Arabic words in the western text. That is a character style that only defined Arabic as the language and Arial as the font. Then apply it to the Arabic words in your western text.
As you are using Frutiger for your western text, you might also want to have a look at Linotype's Frutiger Arabic family:
https://www.linotype.com/1563456/frutiger-arabic-family.html
It might look more harmonic together than Arial.