Geometry!
The rainbow itself isn’t actually an arch, it’s a collection of colored light, and that light flying all throughout the air. But the only way for you to see a rainbow is if that collection of colored light enters your eyes.
I could go into the physics of light refraction, but the bottom line is that, when sunlight hits a bunch of water droplets, the band of colors that makes the rainbow leaves at a specific angle (42 degrees, specifically).
That light goes in all different directions, but the only time you see that light is if there’s a 42 degree angle between your eyes, the water droplets, and the sun.
If the sun is coming from your back, and there’s a whole wall of water droplets in the air in front of you, there are likely to be a lot of droplets forming that exact angle with the sun. And that angle can be in any direction: above you, to the left, to the right, diagonally. If you were to trace out all the droplets that formed a 42 degree angle with your eyes and the sun, you know what that would form? A circle!
Now, it’s not a full circle, of course, because the ground gets in the way. It is, apparently, possible to see a rainbow as a full circle, but only under very specific circumstances. You need to be high enough for the sun’s rays to pass underneath you, bounce off water droplets that are also lower than you, and refract up to you, at a 42 degree angle. That means you need to be in an airplane (or something else that can get high enough), near sunrise or sunset, with the right weather conditions on the opposite side of the sun. It happens, but it’s rare to see.
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