However, it was the manner of last night's defeat by Villarreal that was most jarring.
Arsenal went out with a whimper, registering just two shots on target during a game they went into trailing 2-1 on aggregate.
It has been a season of unwanted records for Arteta and last night brought up another one. Arsenal could not score as they slumped to a 0-0 draw and have now failed to register a goal in 10 home matches in a single season for the first time in the club's history.
There was a lack of fight and urgency about Arsenal's play. Only Emile Smith Rowe came out of the match with any credit and that is a familiar story — an Arsenal youngster being a shining light during this dismal season.
The facts make grim reading for Arteta. Barring a miraculous end to the Premier League, Arsenal are now facing the prospect of no European football for the first time in 25 years.
They are currently ninth in the League and, if they stay there, it will be their worst finish since 1995. When they sacked Emery in 2019, they were eighth. The critics will argue Arsenal are going backwards and this semi-final will have given them more ammunition.
Arteta got it tactically wrong over the two legs. In Spain, where his side were beaten 2-1, he experimented by playing a 'false nine', while last night he tried to shoehorn Bukayo Saka, Smith Rowe, Martin Odegaard and Nicolas Pepe into the same team. Neither ploy worked.
Arteta can point to fitness and injuries limiting his options. Pierre-Emerick Aubameyang is still recovering from malaria, Alexandre Lacazette picked up a thigh issue just when he was flying and Granit Xhaka was forced to pull out moments before kick-off last night with a tight muscle.
Kieran Tierney, who had barely trained ahead of the match following a knee injury, was forced to step in for Xhaka and Arteta explained he had no choice as Cedric Soares was in hospital earlier this week with a stomach bug.
Those on the pitch, however, still played with a worrying lack of intensity given Arsenal's season was on the line. That is concerning, but in truth the problems at Arsenal run far deeper. The squad is in need of a major overhaul — which will not be easy given the club's coffers have been hit by the pandemic and now no European football — and the executive team above Arteta has changed with alarming regularity since Arsene Wenger left.
Arteta, a rookie manager, has had to cope with all those off-field problems. But next season, if armed with a full summer transfer window and one game a week, he will not have any mitigating factors to fall back on; certainly not with fans whose patience is seemingly wearing thin.
It is hard to gauge the mood of supporters in this era of empty stadiums, with social media not always the most accurate barometer of fan approval.
Supporters will be back at Emirates Stadium on the final day of the season, though, when 10,000 will attend the game against Brighton.
That match was supposed to be Arsenal's farewell party before they headed off to Poland for the Europa League Final. Now, one suspects, it will be a chance for fans to air their grievances towards Kroenke — and possibly Arteta, too.
It was only last week that Emery described Arsenal and Arteta as "a perfect marriage", and the club have been loyal towards him during the difficult season. Now time will tell, though, if they are going through a rocky patch or heading for a divorce.