Who is Thief Arthur?

SNK Heroines: Tag Team Frenzy‘s first DLC character has been announced and she is a bit of a surprise. It is a cameo character called Thief Arthur, from the Million Arthur series. Which might confuse people, because the Million Arthur line of games, manga and anime is not exactly a big deal outside of Japan. Why is Thief Arthur? Why should people care about her and Million Arthur in general?