Why does dialysis patients have bumps on their arms?

Trauma. Repeated trauma from the use of the needles to access for avf builds up over time. If happens to some degree in every patient but can happen more in patients who get the same areas "re-stuck" every time. These are called pseudoaneursyms. Best practice is to rotate "sticks" (needle access) as much as possible. Some patients need to have these operated on in extreme situations.
Access. You may be referring to the patient's arterio venous graft. This is used to allow the dialysis to be performed. It is where the needles are placed into the patient so that blood can be removed, cleaned and processed, and then returned to the patient.