She got wet

I don't know any ladies who shave their arms. Is this a regional thing?

It's a common thing in the US, I believe. I know that females in Georgia, USA tend to shave their arms. I shave mine, but I'm a guy.

We talking about arms or armpits?
If armpits then, generally everybody shaves their armpits at regular intervals.

Arms, armpits, wrists, fingers, stomach, chest, hole in my chest, neck, face, and fingers. Being a guy means being hairy EVERYWHERE.

Yeah. It does, but frequent shaving body parts are armpits, genitalia, and face. For some it also includes chest, hands and legs.

Why in earth would I shave my arms...

In the Earth the heat would just singe them off, so I guess you don't have to.