I loaded a wfs served by ArcGIS 10.0sp3 into QGIS. I got complaints that the arc were served as stroked arcs.
I think you should have a look at the plain geometries that come from your WFS. If they are served as linestrings rather than arc geometries, its about the output from your WFS, not the client (which I suppose).
IMHO, its not about the WFS-spec to handle arc geometries. This is a matter of the output format used, or the precise WFS implementation. WFS (can?) support feature transmission with WKT format for the geometry column. At least I have seen this in geoserver GetFeature-requests, with outputFormat-Parameter set to "csv". WKT is able to handle arc features, see the wiki post. But also gml as default GetFeature-output can handle arc geometries.
I think, its about your WFS-implementation how it handles geometries. Probably this means to load your data into another WFS like geoserver for testing. Or even your original geometries are no true arc geometries?