First of all the bathroom looks great.
To address the question; Some shower arms do come with supports. Others do not. I have not seen a square support nor could I locate one when I looked. If you are having any play or flex in the arm the issue is the piping in the wall. Square tubing is by design less likely to flex. This is due to the corners.
When we are using a large head with a long arm we secure the head riser from the valve to the 90 that the shower arm screws into at several locations. We also use a 3/4" pipe in lieu of the usual 1/2".
If a contractor did the work I would suggest calling them back. Chance of it falling and hitting someone is small but it can droop and look bad.
Be sure to ask them to coordinate all wall or tile repair at their expence.

Good Luck
Artisan Pacific Construction, Inc
Los Angeles, California

Thanx for taking the time to respond.. I also have been unable to find a square support. I did run 3/4" flex lines into the shower for the massage jets but not to the shower so I could do that to get more support. I doubt it will fall as well anchored.