Thanks for providing the additional context. It looks like the particular service you're using has a couple of empty geometries in the input, and sf doesn't like this input. I'm not sure if there is a simple way to filter these from the sf side, you might want to check in their documentation. As a quick workaround, sp will drop these geometries on import, and sf can read sp objects. This worked for me locally:
library(arcgisbinding)
arc.check_product()
arc.open(path='https://services9.arcgis.com/RHVPKKiFTONKtxq3/arcgis/rest/services/NWS_Watches_Warnings_v1/FeatureServer/5')
wes <- arc.select(wec)
wes.sp <- arc.data2sp(wes)
# sp reports: "removed missing geometry:393 451"
# convert the resulting sp object back to sf
wes.sf <- sf::st_as_sf(wes.sp)
If you discover a filter on sf that does the trick, potentially we could add that to our documentation, or otherwise find a way to make the need to have non-null geometries when working with sf clearer.
Cheers,
Shaun