As Katy said in a comment, the distinction appears to be that you arrive 'at' a station or airport, but 'in' a city.
Flight 707 arrives in Washington D.C. in ten minutes.
Flight 707 arrives at Dulles in ten minutes.
The 7.45 express from Bristol arrives in London at 10:50.
The 7.45 express from Bristol arrives at Paddington at 10:50.
The rules change for smaller locations.
The 7.45 express from Bristol arrives at Langley at 10:05.
The distinction for 'smaller places' should maybe be clarified. It would sound odd (to me at least) to say
The train arrived at London
The train arrived at Slough (a town of a 150,000 people)
would be fine, and indeed, the more common way to express it. But you definitely could say 'in Slough' too.
Perhaps in the latter case there is an tacit "arrived at Slough [Station]", where there is no such thing as "London Station", only "Paddington", "Waterloo". "St Pancras", etc.
Which just goes to show the simplest things to do with the English language can get complicated in a hurry (and that 32 years away from proximity to the Great Western Railway doesn't stop one using it as a natural go-to example).
Best explanation of all is probably here: Should I say "She is in the park" or "She is at the park"?