Sure, the outside of the nozzle/arm will get by splatter, just like the rest of the toilet bowl. But the nozzle rim and interior will remain splatter free because of the jet of water. Any surface where particles can touch the stream will be washed clean by the stream.

This is no different to the splashback that can occur when poop hits the bowl water (water that's been touching the splattered sides of the bowl).

It's no grosser than a regular toilet, and your butt will be cleaner.