Value of this inside arrow function inside an Object

I thought I understood the relationship between this and arrow functions but the following snippet is making me question my understanding.

let person = {
  name: 'Jim',
  sayName: () => {
    console.log(this.name);
  }
};

person.sayName();

I understand that arrow functions capture the this value of the enclosing context. I was expecting this would be the object but instead it is Window.

Can someone help me understand why this is the case?