Using different fonts on different platforms will be a problem for design because those fonts have different metrics, different character height and different optimal line interval, for example.
Arial is a cheap knock-off of Helvetica. Helvetica does look great in print or on high DPI screens, and Arial manages too, but it’s not so great if you’re dealing with a 96 DPI screen and small font sizes.
Also, Arial is not ugly. It looks good on print.