Before we start jumpig into conclusions, if not any other signs are present I would not consider an RI, Low Humidity, etc.

From my perspective it seems like the hairs in your arm were itching his snout, and since they can't really scratch themselves, they resort to rubbing the itching part against other surfaces (like they do when they're shedding).
A good way to confirm this is if he just does it when wrapping around someone's arm.