The narrow loss to last season's finalists was not a decisive blow. Nor was it concrete proof that manager Arsene Wenger still doesn't have the right formula to end the club's trophy drought.
Instead, coming up short against Dortmund raises some intriguing questions about this squad, some troubling and others encouraging.
Worrying about Mesut Ozil - Too soon, or the right time to ask?
One of the main talking points of the game was a thoroughly tepid performance from £42.5 million man Mesut Ozil.
Arsenal's marquee summer recruit was given the responsibility of being his team's chief creator, as Santi Cazorla dropped to the bench.
Unfortunately, Ozil looked a good five yards off the pace of play for most of the night, and that is a generous estimate.
Dortmund bracketed, pressed and hurried him all over the pitch, with Nuri Sahin particularly playing outstanding. Why should this rate as such a concern?
After all, this was only Ozil's eighth game for the Gunners and he cannot be expected to turn on the magic every game.
Or can he?
Players who command price tags in the £35-100 million range are usually expected to be consistent difference makers.
More so than the expectations generated by his fee, it was the occasion that made Ozil's performance so disappointing. A player who can dominate against one of Europe's elite is what you hope to get by paying £42.5 million.
Clubs don't pay those figures for players who help them beat Sunderland, Norwich and Stoke City. With the greatest of respect to those teams, Arsenal would have been fancied to beat them without Ozil.
In fact, there hasn't been a game they have won since his arrival that Arsenal wouldn't have expected to win without him.
Ozil was signed to inspire Arsenal to beat the best, to make a difference in the type of games the Gunners have fallen short in far too often since 2004.
Watching the manner of his performance against Dortmund was a nervous experience.
Ozil was harassed by the Bundesliga outfit's relentless pressure-based game, but he did little to solve the problem.
He was guilty of the same folly in the 1-1 draw against West Bromwich Albion. The Baggies frequently surrounded him with midfield linchpins Youssouf Mulumbu and Claudio Jacob, who successfully shackled him.
But alarm bells don't need to sound yet. Comparisons are not warranted with the mercurial but infuriating Andrei Arshavin.
Ozil has plenty of opportunities in the near future to prove his big game mettle.
Putting aside the Capital One Cup clash with Chelsea, the Gunners will soon face Liverpool at home in the English Premier League, followed by Dortmund and reigning domestic champions Manchester United away.
Arsenal fans should certainly expect Ozil to be a difference maker in those massive games. He definitely has the ability and it's what he was signed for.
Santi Cazorla is back—But will he help or hinder Ozil?
Perhaps the most pleasing aspect of the Dortmund game was the quality and impact produced by Santi Cazorla.
He accelerated the pace of play when he was introduced as a substitute for Jack Wilshere, offering a timely reminder of his awesome talent.
But as good as he was, Cazorla's performance raised more questions than answers about his potential partnership with Ozil.
It is a combination that excites fans, but exactly how will it work?
In the second half against Dortmund, Arsenal showed one possibility. When Cazorla was introduced, Ozil moved immediately to a wide position, ceding the central areas to the diminutive Spanish ace.
This is a dynamic I described in a recent article, along with possible benefits for Ozil:
Letting him start from a wider area makes Ozil more difficult for opponents to mark. They cannot assign central midfielders exclusively to the task, or else they risk becoming exposed in the middle.
When he is wide, Ozil's movement off the flank also becomes harder to track.
This is something that was obvious against Dortmund, as The Guardian's Barney Ronay noted:
Arsenal had the better of territory and possession for a while in the second half as Özil switched to the right and began to find space away from the Bender-Sahin lockdown in the centre. It was from Özil's low cut-back that Santi Cazorla trimmed the bar with a fierce shot as Arsenal found their Premier League rhythm in the final 20 minutes.
Ozil did have is brightest moments out wide, but this is the player dubbed "the best No. 10 in the world" by Chelsea boss Jose Mourinho.
Can Ozil work out wide in the long-term? Can he, for instance, create the kind of impact his £42.5 million price tag demands from the flanks?
It would certainly be churlish of this writer to implore Ozil to do more if he is forced into a position that does not bring out his absolute best.
Many will say to simply move Cazorla back to the left. After all, it worked well toward the end of last season.
To some extent it did, but is Cazora most effective wide?
Yes. he played in a de facto wide position for current Manchester City boss Manuel Pellegrini for both Villarreal and Malaga.
But that was merely a label. Cazorla was the chief central schemer for Pellegrini's teams. And as well as he has played on the left for Arsenal, he has been at his best when roaming central areas.
Wenger will have to think carefully about how to avoid having his two best players cancel each other out by vying for the same position.
He won't want to become involved in a similar debate to the one Mourinho has found himself embroiled in concerning the respective merits of Oscar and Juan Mata.
Time is on Wenger's side here, since Ozil and Cazorla have yet to play a full game together. But the problem won't be made any easier when Lukas Podolski and Theo Walcott are again available for selection.
Olivier Giroud vs. Robert Lewandowski—Can Giroud reach Lewandowski's level?
In a recent article, I drew a distinction between Olivier Giroud and the type of star-name strikers Arsenal pursued during this summer's transfer window.
Playing Dortmund provided the chance to see how Giroud would compare against a striker who definitely belongs in the star bracket, prolific Poland international Robert Lewandowski.
Their performances proved fascinating viewing, even if they didn't entirely answer the questions about Giroud.
First, in the interest of clarity, let's be explicit.
Giroud is a talented striker, who currently belongs in that bracket of very good emerging players with the chance to develop into something more.
His build up play is an invaluable feature of his game and his qualities in this area were very evident, even during his difficult debut season with the Gunners.
This season, Giroud's role as a launching point for the triangles Arsenal form in advanced areas to create goals, is essential.
The only question mark is can a player who has often lacked composure in front of goal ever be prolific enough to fire the Gunners to the top prizes, particularly in the biggest games?
Both parts of this description of Giroud were put to the test against Dortmund.
In the first half, he was Arsenal's best player by some distance. His determination and intelligence dragged the Gunners back into the game.
He frequently used clever movement to spin behind centre-backs Neven Subtoic and Mats Hummels, no easy task.
His goal when it came, was fortunate in the manner the ball broke to him. But Giroud had earned his luck.
So far so good. Giroud had more than troubled one of the game's elite defences and had fulfilled his primary function by putting the ball in the net. He had made a decisive contribution.
Lewandowski by contrast, was below-par by his lofty standards for much of the first half. While Giroud was all hustle and craft, Lewandowski often seemed somewhat subdued.
Yet within his languid performance he had still managed to provide his team's opening goal. His careful pass, slid into the path of unheralded gem Henrikh Mkhitaryan, allowed the Armenian international to put Dortmund 1-0 ahead.
So while Giroud had played to his maximum to produce a decisive moment, Lewandowski matched that contribution, despite being far from his best. That is the mark of true elite-level quality.
That same formula continued in the second half. Giroud toiled, but the quality of his performance dipped.
For instance, there were a number of occasions when the Frenchman took the wrong option, or produced a bad touch and poor control when Arsenal really needed him to hold the ball up.
Lewandowski meanwhile, sauntered, but the standard of his contributions only improved, with the most decisive coming near the end.
With Arsenal dominating and pushing for the win, Dortmund had one break of note. An arching cross was met by Lewandowski and he coolly slotted the ball past Wojciech Szczesny.
That was the mark of a star striker. Lewandowski had one chance and he made it count.
That is the difference between where Giroud is now and where he needs to get to as a player.
But just like Ozil, Wenger and this Arsenal side, Giroud has time on his side. He needs to impress against last season's top four and influence a big game in a decisive way, just as Lewandowski did.
That is the next vital step in Giroud's development. It is also a crucial step for this Arsenal squad as a whole.
Defeat to Dortmund was not spirit crushing or evidence of a gulf in quality. It was merely a timely and invaluable reminder of what Arsenal still need to do to reach the next level.
Namely, seize their opportunities to beat the elite teams.