Hi, welcome to g o y, by the term arum lily, are you referring to Zantedeschia aethiopica, and if so what conditions are you growing it in, they can be grown in borders or as pond marginals, in which case they are not completely hardy, or they can be grown as aquatic plants in 6-12" of water, in which case they are much hardier, and will probably withstand winter in most areas of the uk.
If planted in borders the don't like to be disturbed, and can "sulk" for a year or two, so if you have recently planted your plant, or have divided it, that could be the cause of the non lowering, Derek.