And in that light, their approach going into some games must be questioned; it is all very good wanting to play your own way, but Arsenal sometimes go blindly into matches, and are shooting themselves in the foot by doing so. You can’t play your way against a team that are simply better than you.
I find it amazing that Arsenal can’t find a way of staying in games. Football is changing all the time, but Wenger remains loyal to his technical players - despite the fact that they have been consistently overrun this season.
Teams that press high can’t wait to play Arsenal because they know that the Gunners want to build from the back.
Arsenal struggle against a high press and quick transitions. The players have to take responsibility, but Arsenal appear not to be preparing for the specific challenges of each side they come up against. That has resulted in them getting less and less of the ball.
They simply must adapt and find something different - because against the best, they have no answer.
Saturday was a catalogue of errors, with discipline and game management both seemingly problems. A side that is chasing the championship should find a way to stay in the game.
Maybe Wenger has got a little blasé having watched Barcelona dominate with their collection of diminutive playmakers, but the Premier League is far more unforgiving than La Liga. I wonder whether he pays enough respect to that? You have to be able to cope with that physical challenge.
This defeat has obviously been keenly felt and it is highly surprising that Wenger has cancelled his press conference on Monday, as he always fronts up to the press.
Inevitably, that's led to speculation about his future - but, with all he has achieved, Wenger has earned the right to decide when he goes. There has been much talk about the trophy drought, but he has always achieved at least the minimum standard each season - and that means always earning Champions League football.
But he does need to review the very disappointing games against City, Liverpool and Chelsea, and must remedy the errors that led to those heavy defeats.
If he is capable of seeing what the rest of us are seeing then he remains the man to take them forward. However, if he fails to recognise the issues then one has to question whether he is the right man.
One of those issues is that he needs to swallow his pride occasionally and sign one or two of the very physical players that he is not necessarily a fan of, but which are imperative to the modern game.
Take Victor Wanyama, for example. He isn’t an Arsenal type player but he would have been an astute signing for them last summer - yet they apparently never showed an interest. By contrast, you look at Chelsea's signing of Nemanja Matic and realise how he has really shored up the Blues' midfield.
Questions must also be asked of Mathieu Flamini's absence on Saturday, though. Why was he not playing in this huge match away from home?
It doesn’t make any sense, and seems yet another sign of Wenger’s emphasis on what happens when Arsenal have the ball. It's about time he gave more respect to considering what Arsenal do when they don't have the ball. That's the key, because right now teams have now found a way of exposing Arsenal – and even on Tuesday against Swansea they will struggle.
The board also have a responsibility to step up and address some of the ongoing issues, and point them out.
Ultimately, Wenger remains a managerial great. It will be up to him to decide when he goes, but he must adapt.
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