There is primitive support:
concert 1
concert 2
concert 3
will take the 1st, 2nd, or 3rd choice at the arena.
I was considering things like
concert frat 1
concert Elvish
to specify exactly which effect you want - and abort if its unavailable - but KoLmafia doesn't currently know whether you've completed the Arena subquest as a frat boy or hippy. It COULD figure it out and remember it, just as it does for the Orchard subquest.
Likewise, KoLmafia doesn't remember if you've been to the Arena already today. No big deal, since it detects the "rocked-out" message and gives you an error, but it could avoid going to the server if it tracked this.
That's why I called this "Initial support": you can request an Arena effect, but the CLI command could be improved.