Do the authors have to cite or make comparisons against works on domains such as arXiv? I'm reviewing a conference manuscript (computer science) and i found 2 other recent methods related to the same problem which were published on arXiv.
So, i think it is highly recommended to compare their method to those ones. The arXiv papers also claimed to beat the state-of-the-art, but on different datasets, so one cannot compare them based on the reported numerical results.

So, should/could i say that it is a weak point that the authors have not included/used those recent relevant works in their introduction or evaluation basis? 
Or they do not have such an obligation as those papers have not been yet published in any proceedings?
I think this question is ultimately about standards within particular fields and societies. In math, where arxiv has been central for decades, it would be odd to overlook highly related examples, and using your language it's reasonable to assume authors would be obligated to check. In psychology, where I work, preprint repositories are still fairly unusual, and authors are not expected to review these sources.