"They have ____ed before" is a valid sentance, but it has a different meaning. In your example, it would mean that at at least one time in the past (not TOO recently), they arrived. It could have been years ago or a month ago. It means that arriving is something that isn't new to them, they have experience arriving. You may see this structure used in sentences like "Have you been here before?", meaning something like, "Is this a new place for you?"

Hey there, I think "have arrived before" sounds awkward and isn't as correct as saying "already arrived". If you want to use "before", then it sounds best to say "They arrived before us/them/whatever." As soon as you use the word "before", it confines the time when the action occurred, so it makes more sense to use the simple past instead of the past perfect. Depending on the context, I might use either of the following: They have already arrived. or They arrived before something/someone.

I'm curious too.