I have a grand staff in external MIDI mode. During playback, arpeggios get correctly performed (and very well so, I'd say); however, if the playback starts on an arpeggiated chord, all the notes of that chord play simultaneously as if the arpeggio marking wasn't there.
This happens, too, when using repeat signs: when the section being repeated begins with an arpeggiated chord, the arpeggio marking gets ignored on each repetition (but not on the first play, when the playback starts a bit before that first chord).
I only tried with upward arpeggios, I don't know about the other arpeggio markings, but it's likely that the issue affects those too.
Not a big deal, but having a consistent playback would make working with arpeggios a bit easier :)