Replacing shower head arm

Went to replace shower head and found that there were no threads on the end of the shower arm, (Where shower head goes), there was a ball shaped end with a hole in it, no threads. I tried to unscrew the shower arm to replace it and it doesn't move. Tried using vise grips, gently, but no good. Put some WD40 on where pipe goes into wall connection, and still doesn't move. It looks like there was some kind of sealant or hardened putty around the nut where the pipe screws in, possibly why pipe will not budge? Please, any suggestions would help.

I normally leave the shower head on, that way I can get more leverage while I'm spinning the arm out.
It helps to have Popeye arms

Don't forget to eat your spinach.

Use the vise grips, or a pipe wrench, and turn HARDER. It will unscrew.