I think Dante doesn't care about Nero's arm. May be Dante wants to anger and compel Nero to go somewhere, follow him and do something. Possibly, Nero and Dante will fight only in the first part of game. After that they will struggle against someone else. Together ...
"The game starts out by telling the story from the point of view of Nero and as Kobayashi stated in an interview will switch to Dante near the midpoint of the game. Dante is seen as an antagonist in the eyes of Nero and they engage in a duel upon their first visit. Dante claims to be after a item that is in the possession of the Order of the Sword. The details of the particular cutscene from the official DMC4 trailer are sketchy but it’s clear that Dante is not messing around at all…
The legendary son of Sparda returns for his 4th appearance in this installment and is looking better than ever. While Dante has grown some facial hair due to older age, he is still at the top of his game and this time his job involves a demon hunting organization in the island city of Fortuna. Upon entering the city Opera house, Dante swiftly executes a high priest and proceeds to take care of incoming soldiers. Dante’s motives are not made clear in any cutscene shown thus far and he even comes off as an aggressor but of course this is just Capcom playing tricks on the player. Both Nero and Dante are part of a much larger scheme…"
Read more (including the prove of my info about Vergil's appearing and Nero-Kyrie relations):
http://sonsofsparda.com/forums/thread/81659.aspx
"Dante is NO longer the main protagonist for the forth installment of DMC. Though Dante WILL make a major appearance in the game, the producer (Kobayashi) has even hinted that Vergil will play some sort of role in the game. Kobayashi has also CONFIRMED in Game Informer that the new character, Nero, IS NOT related to Dante, Vergil or Sparda. They have also ensured that both new and old fans of the game will both be equally happy with the final result.
The game will be placed on an island called Fortuna, where Nero fights along side a group of crusaders called the Order of the Sword. They are said to worship Sparda and fight under his name, but something about them doesn't settle well with Dante, since he breaks into their temple and starts killing off members. Nero and Dante fight and I'm guessing the game begins with Nero chasing after him. It hasn't been confirmed, but it's likely Dante hasn't gone evil, so Nero might end up teaming up with Dante later on..."
Read more (and look at the artwork):
http://www.devilschapel.com/dmc.php?upcoming