I can understand why, as a Christian, you'd see what Stephen Fry said as arrogant, but this is the heart of his point. This whole "we're not worthy, we worship you and abase ourselves, we are but worms" stuff is utterly unsustainable in the face of the sorts of injustices Stephen Fry mentions, unless our sole purpose is to get our own ass into club God and hence into heaven.
Stephen Fry seems (severe bouts of depression to one side) to have had a relatively good life - his words here (and elsewhere) are spoken on behalf of people suffering the world's injustices. He is a deeply moral and apparently pretty selfless person, and his questions to God would be put in that context.
I don't see that as arrogant. I see it as noble.
Could there be any greater conceit, than for someone to believe that the universe has to be simple enough for them to be able to understand it ?