Arimidex is used as a cancer drug in those that have hormone sensitive cancers. HGW can cause estrogen to rise, that would essentially be like pouring fuel on a fire.
From what i've read, that interaction warning pertains not only to Arimidex, but to other aromatase inhibitors as well, which would be used for the same purpose.
That's about the only conclusion i could come to, based off of what i've read thus far.