This was bought to our attention, be a fellow ambassador (Neo158) and I have these as well.
I noticed only some files and folders had these whereas majority did not; primarily the difference was on which partitions these files resided.
I have several partitions and only my data partition is compressed via the global compression settings.
I'm currently checking this out, screenshots to follow.
Edit: Screenshots below
So Imagine you have "compress this drive to save disk space ticked" hence why you are seeing this on every single file / folder.
You will get the same arrows, if you use this option: