Its hard to understand and I surprised Arsenal fans here.
They have more talent than they are showing in the League. It sometimes happens that a different tournament can be a respite for the grind of poor league form. The team also know that their only chance of qualifying for next seasons Champions League is through the EUROPA League because their chances of top four are gone, so maybe the players are prioritising the EUROPA. Also, a factor is that Arsenal are a technical team who play a European style whereas their lack of physicality can come up short in the Prem.
However, the majority of Arsenal fans now want Wenger to go. They are miles away from their rivals and have deteriorated in recent years. Wenger was great back when he arrived but now others have used his ideas and used them better. He keeps making the same mistakes and the culture of the club will be moribund until he leaves. Its sad to say but they probably should have replaced him a few years ago and the board have been too scared to sack a dynastic manager.