As in the 2nd season of Game of Thrones where Jaqen helped Arya to kill the torturer The Tickler, why is he helping her again in season 6?
Jaqen H'ghar has seen exceptional talent in Arya Stark. This is why he decided to help and later train her. He even states that "A girl had many talents" (Season 6, Episode 7). You could say that she was a personal favourite.
The Faceless Men do generally not accept children to be trained, so it can already be seen as great honour that she was accepted. Assuming that the Faceless Men are not only pure hitmen but have a purpose in serving the Many-faced God (which imho at least in the series is open to debate) it could also have religious reasons as trained Arya could be a powerful instrument in the religious struggles to come.