The Joe Arpaio pardon reinforces two things about Trump.
1. He rewards loyalty
Joe Arpaio was an original supporter of the birther argument, one of Trump's favorite topics, and wouldn't give up even after Obama produced it, calling it a forgery. Trump rewards loyalty. It's that simple.
2. Trump supports racial/national profiling
Arpaio has a long history of racial profiling, detaining hispanics without cause, sometimes in what he called "concentration camps" without cause (i.e., no actual proof that these detainees were in AZ illegally). After the courts ordered him to stop, he continued, and Trump pardoned him claiming it was done in service for this country. It is complimentary to the border wall Trump wants to erect, the Muslim ban, revised time and time again until some form of it finally passed, and his comments on the Charlotte incident is just another confirmation of Trump's stance on non-whites in the U.S.
I just got finished reading a biography of Albert Einstein. One of the biggest things that stayed with me is the prejudice that Einstein faced as a Jew, primarily in Germany with the rise of the Nazis, but also from many of his European colleagues who used gross generalizations about Jews to pass judgement. Ultimately the rise of the Nazis forced him to flee Europe and wind up in the U.S. where he became a icon of and renounced all German ties. Einstein was a long time pacifist, but wound up being so afraid of the Nazi hatred that he wrote President Eisenhower about the potential of a nuclear weapon... and in such the atomic bomb was invented, and WWII was ended because of it. Afterwards, Einstein regretted doing that because he didn't realize at the time that Germans were not close enough to developing their own.
It's just one in a long line of interesting examples of the advantages of welcoming others into our country. Things have changed since then in this country, and much of it is not for the better.