I don't think one can be said to be better than the other but rather have advantages and disadvantages that should be considered when choosing to put them in your deck.
Thopter Arrest can exile uncrewed vehicles, for example (or even a
Dynavolt Tower or something like that). It can target creatures with power 3 or less (many cases where this can be relevant). It removes creatures that are indestructible like Ulamog. It's a permanent that can be returned by
Nissa, Vital Force or
Emeria Shepherd, found by
Vessel of Nascency or
Ajani Unyielding - more cases where this is important can be imagined. It has enchantment synergies if you're building around that, or can provide an exiled card for Ingest strategies (god bless you if that is what you're up to). But because it's a permanent and an enchantment, it can be destroyed by disenchant effects or cards like
Anguished Unmaking. This is a pretty huge downside! It means that it isn't reliably permanent removal. It's also sorcery speed, which is another significant downside.
Skywhaler's Shot has a restriction in that it cannot hit creatures with power 3 or less. What if you want to kill a
Glint-Sleeve Siphoner,
Winding Constrictor with no counters,
Pia and Kiran Nalaar,
Hanweir Garrison...I mean, there are loads of relevant misses here. So you have keep that in mind when including it in your removal suite (having
Fatal Push alongside the Skywhaler's Shot covers the bases nicely). It doesn't benefit from the permanent synergies that Thopter Arrest does, but there are loads of instant and sorcery synergies for it (
Jace, Vryn's Prodigy, Dynavolt Tower,
Torrential Gearhulk, etc.). It's an instant which means you can pass turn with in in a control deck which is really beneficial for draw-go strategies. And importantly its generally a more reliable source of removal because it can't be blown up at any time. However, the fact it sends a creature to the graveyard which could be recurred could be a downside versus the exile.
As you can see, it's pretty complex as to which card is better because both excel each other in different situations. I think you need to consider your entire removal suite as a whole and what kind of deck you are playing (Counter Control or Enchantment Midrange) when deciding between them.