Every and all are unforgiving words. I personally have never seen a shower arm in the US that wasn't removable. Typically they unscrew. Regardless of the type of supply line (usually copper) the fitting at the outlet is threaded to take a threaded shower arm. There may be some instances where shower arms are soldered onto the supply line but I've never seen it and I think it's against code in the US. If I'm wrong, I'm sure one of the experts here will correct me.