The arms use a generic model setup so they require the animations to be created specifically for that rig and cannot use Unity’s animation retargetting . . .
opsive.com
Also take a look at the FPS Mesh Tool (linked on that page) which can be used to split your mesh into just the arms.
I would also recommend watching these two setup videos, which explain in more detail the correct method for setting up a first person character and a shootable weapon: