Your best bet as arsonist is to strike first before someone asks you to claim your role
This is especially easy in setups where BD can target himself. Simply wait for someone to cry out they were switched, then find a chance to claim that you are BD and you switched them and yourself the previous night. Usually works. Alternatively you can just douse investigative roles first and kill them as soon as possible
Although in some cases you may just want to shut up and be quiet, especially when there's no investigator/sheriff lurking around. In my setup sheriffs can't detect arsonists so all the arson has to watch for are invests