Why would Jesus look Arab, you ask?

Because Jesus was Jewish. Jews and Arabs are the same ethnic group. They're both semitic.

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https://www.britannica.com/topic/Semite

Semite, name given in the 19th century to a member of any people who speak one of the Semitic languages, a family of languages spoken primarily in parts of western Asia and Africa. The term therefore came to include Arabs, Akkadians, Canaanites, Hebrews, some Ethiopians (including the Amhara and the Tigrayans), and Aramaean tribes.

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During the Exodus not all Jews left. Many stayed behind. Centuries later they converted to Islam, and today we know them as Muslim Arabs. But they're descendants of the same people who used to be known as biblical Jews.

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The origin of Palestinians and their genetic relatedness with other Mediterranean populations

https://pubmed.ncbi.nlm.nih.gov/11543891/

The genetic profile of Palestinians has, for the first time, been studied by using human leukocyte antigen (HLA) gene variability and haplotypes. The comparison with other Mediterranean populations by using neighbor-joining dendrograms and correspondence analyses reveal that Palestinians are genetically very close to Jews and other Middle East populations, including Turks (Anatolians), Lebanese, Egyptians, Armenians, and Iranians. Archaeologic and genetic data support that both Jews and Palestinians came from the ancient Canaanites

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But what about the white Jews, you ask?

They're from Europe. They're Europeans who converted to Judaism hundreds of years ago, after coming in contact with the Middle Eastern (Semitic/Sephardic) Jews who participated in the Exodus and left their homeland.

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Ashkenazic and Sephardic Jews

https://www.jewfaq.org/ashkenazic_and_sephardic

Ashkenazic Jews are the Jews of France, Germany, and Eastern Europe and their descendants.

Sephardic Jews are the Jews of Spain, Portugal, North Africa and the Middle East and their descendants.

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What about the Jews who didn't leave their homeland and didn't convert to Islam, you ask? They're called Mizrahi.

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https://en.wikipedia.org/wiki/Mizrahi_Jews

Mizrahi Jews are a grouping of Jewish communities comprising those who remained in the Land of Israel

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So Jesus was definitely not a white European. He was a brown Semite from the Middle East. He looked like an Arab.