You must expand the interior frame of the door by the equivalent of 1 ¾ inch (45 mm) (the addition of a second 2" x 6" wood stud plus the thickness of ¾ in. plywood) to be able to slip the external frame weather stripping behind the arch. The frame weather strip will then be airtight around the whole door. We must not forget that the plastic retainer that houses the double-lip rubber is not flexible enough to follow the arch in question. This case being even worse for smaller doors (ex: 8 feet wide).
There is also the possibility of building a false arch (approx. 1" thick) that will not obstruct the installation of the door weather stripping.