The arrow points to one pin that is on the net with the problem. It does not necessarily point to the source of the problem!
In your case the source of all visible ERC errors are unspecified pins. My guess either the creator of the symbol has no clue how KiCads ERC system works or it was done deliberately to force the user to make an application specific symbol. See Electrical type of schematic symbol pins (KiCad 4 and KiCad 5) section “Unspecified” vs. bidirectional for configurable pins.