Yes, but why would you use one over the other?

Because it gives the text a different character on a macro level.

I believe that is what he's trying to say. You don't use Arial because it terminates at right angles, you use it because it feels different.

You use it because it's the only option you have under Windows.

I've always heard the Helvetica snobbery (and haven't used Windows much since the 90s) so I was a little surprised to find that in most cases, I found the Arial logo more attractive. Helvetica has a little more "heavy-handed" feel to it which worked for short words in all-caps, but I thought the lighter look of Arial worked better for the rest.

Horses for courses, but you're in the minority. Helvetica is pretty widely considered a more aesthetically appealing font, especially amongst those who have a lot of points of reference.

It's like art: you develop more sophisticated tastes as you're exposed to better things. It's hard to say this without sounding snobbish, but if all you've seen is Arial, you'll find Arial familiar and comfortable. But the more time you spend looking at good typography, the more Arial will start to hurt your eyes.

What about custom fonts? They work on windows too...

Actually, you don't use it.