Call of Duty - I always have an arrow giving my location away. During game play in COD WW11. Why?

I think that you may just be seeing the marker that marks you. I don't think other people truly see it on their map, it's just there so you know where you are in accordance with the map. However, if other people can see you, that is a pretty major issue. If you haven't already, report it as a bug or glitch. If anything, maybe ask the store you got the game from for a switch, to switch it for a new disc. Sorry that it isn't working well!