The arrowheads of 'normal' arrows (from the arrows menu) can be altered. There is the dropdown menu shown in the picture and the nodes that allow re-sizing of just the arrow head (extremes shown in picture).
The arrowheads on the pen tool are fixed (you either have them or not).
It would be useful to be able to modify all arrowheads to give a consistent look across a document.
It's in the backlog, we'll get there.