MDN says of arrow functions:
Relation with strict mode
Given that this is lexical, strict mode rules with regard to this are just ignored.
var f = () => {'use strict'; return this};
f() === window; // or the global object
The rules of lexical this take precedence over strict-mode this rules.
We can see this easily in the ES2015 specification by examining the plain-English description of possible values for a function's [[ThisMode]] slot, which can be lexical, strict, or global:
Defines how this references are interpreted within the formal parameters and code body of the function. lexical means that this refers to the this value of a lexically enclosing function. strict means that the this value is used exactly as provided by an invocation of the function. global means that a this value of undefined is interpreted as a reference to the global object.
In other words, a function's this behavior can either be strict, non-strict, or lexical. If a function's [[ThisMode]] is lexical (as it is for an arrow function), it renders the function's strict/non-strict status irrelevant for the purpose of determining this-setting behavior.