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I've read that I'm supposed to capture them with capture quests, but according to the wiki, there are no Capture the Rathalos or Gobul or Barrioth quests in the Offline Mode and I'm quite sure I have them done online.
So naturally, I figure that these multi-monster arena challenges unlock differently.
You know what, I was being stupid. I didn't actually finish all of the arena challenges because I didn't unlock the Uragaan one. I just finished all the other ones and I forgot about the fact that I didn't finish or even unlock Uragaan's arena yet. So I'll go ahead and do that now and it'll probably solve my problem.
But if anyone has a definite answer, feel free to contribute. It'll be greatly appreciated.