So as it turns out the Arcade universe has some Lore to it as well!

When we choose the champions for arcade we get together and talk about how we see them fitting into this world, and then depending on how the idea is shaping up make a decision about where they fit. Right now there are actually three sort of 'factions' within the Arcade theme; There's the Gamers that are jumping into these worlds (Tron style), the Natives of the game worlds (Wreck-it-Ralph style), and the rogue bosses jumping around causing havoc. Even then among those there are differences; Sona, MF and Riven form something of a holy gamer trinity; the goddesses of RGB destined to 'save the game' while Ahri and Ezreal are more rounded 'players' who have only just arrived in the game-verse. Another example is Veigar and Blitz, with Veigar being clearly on his own level - messing with the code at will, fully conscious of where he is and what he can do, while Blitzcrank charges around driven solely by a copy of Poro Roundup.

This is part of a comment posted by Kindlejack (This takes you to the full comment) i found while browsing Concepts & Creations.

idk about you guys but having some lore to associate with these skins makes them all the more cool!