The arrows in your SVG are strokes, not filled polygons. Most likely strokes cannot be extruded. My suggestion is to convert strokes into polygons, like this:
You may test with a simple illustration, e.g. one arrow as a stroke and one arrow as as polygon. If the polygon is working, then convert the rest lines into polygons.
Alternatively, you can extrude a vertical thin wall along the stroked path, as it is done in this demo:
https://codepen.io/boytchev/full/jOvWGPN
I’m not good with SVGs, so I won’t be able to provide further help. You may also have a look at the @prisoner849 's solution in this thread: SVG extrude without filling the path?