Depends on what you categorize as arms manufacturer and where you look.
They've always been advertising, but more amongst the "in"-circle who are already somewhat related to arms manufacturing, and of course governments. There have always been arms shows all over the place - England is host to two of the most prolific shows also featuring past and present weapon systems with
Farnborough International Air Show and Bovington's
Tankfest. And there's plenty of companies involved in arms manufacturing who (intentionally) don't advertise that to the average civillian, so it doesn't come to mind to them often.
Chemical companies, steel and other materials companies, and obviously tons of engineering companies are involved in the arms business, yet nobody bats an eye at those. How many people refuse to fly Boeing or Airbus because they also make weapon systems? How many people refuse to ride a bus made by MAN or send the firetruck away because it was made by them? How many refuse to buy Mercedes or Audi because of it? Avoid riding a train or tram made by Thales? Even United's sponsor Chevrolet can be counted if you want - sure the days when they were the ones to manufacture the M1 Abrams main battle tank are behind them, they sold that business in the 80s, but their Colorado model has been and still is used for the military. Here's their photo gallery from when they presented their new Colorado ZH2 at the US Army Show:
https://media.chevrolet.com/media/u...vehicles/chevrolet/concepts/Colorado-ZH2.html
So yeah, the idea of an official partnership with what is pretty much purely a manufacturer of military equipment is new for top level European football, but the partnerships with companies who also sell to the military has long been a thing. As is associating with other companies and regimes whose money has plenty of blood on it. Just a short while ago the majority of this forum would have been happy, according to the poll, to have the Glazers bought out by the Qataris over Ratcliffe. Every single one who voted for a Qatari ownership there should be very, very quiet about judging Dortmund.
Don't get me wrong, I think this is a godawful choice for a sponsor by Dortmund, and announcing it a few days before the CL final is so incredibly stupid that it boggles my mind. But we should also be aware that there have always been tons of sponsors who make at least part of their income in ways that people rather prefer not to think about.
But as far as only Rheinmetall is concerned, this isn't even the first sports club they sponsor. They're also partners of the local handball club Bergische HC as well as Borussia Duesseldorf's table tennis club and the women's team of Capitol Bascats Duesseldorf (basketball), as well as official sports partner of the town in general in their program "Sportstadt Duesseldorf". So it's not a new thing for them.