why is arteries said to carry only oxygen and not carbon dioxide?

Blood flows through 3 types of vessels, namely arteries, capillaries and veins.

Arteries branch out into thinner tubes called arterioles, which finally terminate into very thin vessels called capillaries. Capillaries eventually join to form venules which unite to form veins.

The arteries carry oxygenated blood rich in oxygen to the tissue. The actual exchange of gases occurs in the capillaries. Finally the deoxygenated blood that is now rich in carbon dioxide is transported by veins toward the lungs to receive oxygen.