The golem also prepared its bow and shot at him. But when it saw him prepare his arrows, it put away its bow and used its shield to defend itself. It did this while rushing towards him.
It knows that if it doesn't shield itself, it might become too late for it to when Arthur shoots his arrows. This is a lesson that it had learned from its second fight fight with Arthur.
It also learned to dodge the arrows and try not to take them head-on. Unfortunately, dodging became too difficult for it to achieve a few seconds into the battle.
Just as it expected, when the arrow struck its shied, the force of the arrow was so strong that it was pushed back and its shield was dented. If not for the quality of the shield, the golem would have died with one shot.