Arimaa has a special set-up step at the start of the game where white
(gold) arranges all his pieces on the board, and then black (silver) gets
to arrange his own pieces after seeing white's arrangement, and then white
gets the first move. Seeing your opponent's piece arrangement before
arranging your own pieces can only be an advantage, so in this case each
side receives an asymmetrical advantage in the opening, and it's not
obvious how to compare them. It may be less a case of the first-move
advantage being small, and more a case of these two advantages canceling
out.
Or not; I'm just speculating wildly.
