I seem to remember looking this one up some years ago, for the same "why not runway 33?" question.
If I recall correctly, the situation was something like this:
1. Runway 15/33 did not exist yet.
2. A VOR RWY 36 approach was designed and published.
3. Years later, Runway 15/33 was built, and a VOR RWY 33 approach was published.
4. 10-ish years ago you will recall there was a VOR approach procedure cancellation program, where hundreds of VOR approaches were canceled. The general idea was that if there were other types of approaches to that runway, a VOR approach was a good candidate for cancellation. In ARR's case, there is a LOC RWY 33 and an RNAV (GPS) RWY 33, so the VOR RWY 33 was probably seen as redundant.
5. However, for runway 36, the VOR approach was the only approach, so it was not a candidate for cancellation.
6. So the VOR RWY 33 was canceled, leaving just the VOR RWY 36, even though it lines up almost exactly for runway 33.
Regarding the R-330 versus runway alignment of 001 not being within 30 degrees:
VOR radials are not updated to the current mag var until they are significantly out of tolerance. You see some that are 7 deg off. This is because any change to the VOR would require updating a lot of charts (all SIDS, STARS, crossing radials, departure procedure, approaches, anything using that VOR), and an extensive flight inspection. Since a VOR being off from the actual magnetic variation has virtually no effect on flying (the radial still takes you to the same place regardless of what it's called), this is not a high priority.
However, the AIRPORT mag var IS generally updated more often. So you could have a difference of 3-7 degrees difference in the mag var used for the runway alignment vs that used for the VOR radial. Therefore, if you were to measure them both in true, not mag, I'd bet they're within 30 degrees (well, they should be!)
(Edit - using the two-finger measuring technique in Foreflight, I get an offset of about 28 degrees.)