See Arena rewards not added - #6 by BigHugger-2468 for a further explanation of what Shuteye wrote.
If you are 100% sure, then open a ticket with customer support, tell them what you base your “100% sure” on (when did you check what, what did you see, etc). I have never heard a confirmed problem with this but things may happen and they are the only ones who can actually check your account history.
Confusing, perhaps. Not dumb.
If awards were actually added when you openend them, then there would be numerous situations where people would lose stuff. Imagine your power going down while you are opening rewards. Or your internet connection dropping. Or a Blizzard server failing. You would not want to lose the rest of the awards. Blizzard does not want to give a second copy (too much potential for abuse). So the game would need all kinds of logic to determine how far you were in your opening and resume from there. Including finding a way to determine whether your power went out before or after you saw the last opened reward on your screen.
And while it would be possible to write code that works mostly okay in almost all cases, it would be a lot of effort and hence very expensive. So instead Blizzard chose the more viable solution: they add all rewards to your account immediately after you qualify for them, which is either the 3rd loss, or the 12th win, or the second that Blizzard hits the button to force-retire all open arena runs.
My mental model is that I am not opening rewards after each Arena run, I am going through a ceremonial reveal of the awards that I have been given. A bit like the huge man-sized checques you sometimes see in TV programs when contestant win a big prizer, or when a lot of money is raised for charity. The recipient never actually goes to the bank with that cheque. It is just there for show; pretty picture for the viewers but in reality the money is just transfered by bank transfer.