Whilst some spray paint is graffiti, arrows are rather different - though still completely out of place and wholly inappropriate.
Leaving aside the genuine vandals, for many people I suspect it is a matter of educating them in what is acceptable and appropriate in historic underground environments. The following example may help us grasp that some people simply do not see arrows or other direction indicators as utterly inappropriate underground:
Twenty or more years ago in a Welsh lead mine an elderly mine surveying companion astonished me by spraying arrows. We had stopped at a junction and he observed that he always felt disorientated in that part of the mine and could I tell him which passage headed east and which headed west. I replied, pointing out which was which and walked a short distance to record some passage detail on the survey notes. On hearing a sound I turned to see him completing two large arrows, one with a "W", and the other with a "E", the letters being 12 inches high. I went pretty ballistic, distinctly shocking him as he was a very quiet chap who never used coarse language. My outrage was twofold - that he should have sprayed underground at all, and that he had used my paint which was a distinctive shade I used to use for the small dots on the roof that mark my survey stations which would surely lead to people assuming that I had sprayed the arrows. I covered the arrows with a thick film of mud; when last I revisited the location, they remained covered. This was a thoughtful, well educated chap who went to significant lengths not to damage artefacts underground but he honestly could not conceive of the arrows being unacceptable and unnecessary.