Kalinda assumed Arnold thought no one was around. She found it odd that he didn't think of those students who could go invisible. Or in shadows. Like her. She had found that the shadows seemed simpler. certainly held with putting another barrier between her, and emotions. Plus, she wanted to see if McCoy returned to the gym, and if he might let something slip onto what had happened. 

So when she saw Arnold, she slipped out the shadows. 

"What were you doing?" She demanded.