Are these block numbers also arbitrarily chosen by Electrum or are they part of the LN protocol?
The exact numbers were chosen by Electrum but they are required by the LN protocol.
It doesn't make sense to me why parties need to wait for 144 or 2016 blocks to get back their funds. These are real mainnet blocks, and the funds are in a multisig wallet, so by my intuition the funds should arrive in the first block that contains the closing transaction.
Every time you send, receive or forward a payment over the Lightning Network, the state of the channel updates. A new commitment transaction is signed by both parties when that happens. The commitment transaction can be broadcast in case the other party is offline when you decide to close the channel. As a counter cheating measure, there is a customizable timelock which gives the other party time to come back online and verify if an old state of the channel was not broadcast to the network. If you close your channel when the other party is fully cooperative then there is no timelock.
Also, do these numbers only apply to force-closed channels? So in that case 144 blocks is the usual delay and 2016 is the maximum, right?
Yes.