The random Lorentz gas (RLG) is a minimal model for transport in heterogeneous media. Upon increasing the obstacle density, it exhibits a growing subdiffusive transport regime and then a dynamical arrest. Here, we study the dimensional dependence of the dynamical arrest, which can be mapped onto the void percolation transition for Poisson-distributed point obstacles. We numerically determine the arrest in dimensions d=2-6. Comparison of the results with standard mode-coupling theory reveals that the dynamical theory prediction grows increasingly worse with d. In an effort to clarify the origin of this discrepancy, we relate the dynamical arrest in the RLG to the dynamic glass transition of the infinite-range Mari-Kurchan-model glass former. Through a mixed static and dynamical analysis, we then extract an improved dimensional scaling form as well as a geometrical upper bound for the arrest. The results suggest that understanding the asymptotic behavior of the random Lorentz gas may be key to surmounting fundamental difficulties with the mode-coupling theory of glasses.