Simply put, Arsenal have to show more appetite and tenacity in the biggest games, particularly in the English Premier League. The absence of those qualities is what condemned the Gunners to yet another humbling defeat against United.
Manager Arsene Wenger will know that his team, so confident and decisive up to this point, lacked the swagger of would-be champions at the home of the Red Devils.
It was a mental failing that cost Wenger's team, not a tactical or talent deficiency. Yes, Arsenal do have issues on a physical level that could yet cost them the chance to end an eight-year spell without silverware.
Olivier Giroud lacks the proficiency and instincts of a natural goalscorer, and Mesut Ozil has yet to turn up in a key game. But while these problems did surface against United, Arsenal were still not outplayed by any means.
Instead, they were outfought and guilty of timidity when presented with their own chances to seize the game. Indeed, Giroud and Ozil were responsible for three of the most notable examples of Arsenal's hesitance on the big stage.
All three came in the second half, and the first involved Giroud. Long a peripheral figure in the game, the Frenchman had his chance to make amends.
The ball came to him in the box, following a cutback from youngster Serge Gnabry. As the ball rolled across the ground in front of Giroud, the opportunity presented itself for the striker to hit it with his preferred left foot.
But instead, Giroud hesitated, pausing as he was about to strike and opting for another touch before being dispossessed. The chance, a big chance, had been spurned by a striker lacking the assurance of a truly predatory finisher.
A more polished marksman puts that chance away. As painful as it is to admit, Robin van Persie sweeps his left foot around the ball and converts that chance.
There is no doubting Giroud's importance to this current squad. His ability to play at the tip of attacking triangles, firing quick passes and touches to advancing midfielders, has created numerous goals.
It would also be fair to point out that the ex-Montpellier man's finishing has shown mild improvement. But still, doubts remain over his ability to decide a closely fought big game with a decisive finish under pressure.
He failed that test again against United, but Giroud was certainly not alone in his failure to deliver. Step forward, Ozil.
Arsenal's £42.5 million man has rightly been chided for his feeble showing against United. The Daily Telegraph's Paul Hayward perfectly encapsulated Ozil's performance with this description:
If the only audible doubt about him is that he sometimes drifts out of the action then this was a day for believing such gossip. The greatest No. 10s demand the ball incessantly.
They go looking for the heart of the game and try to shape it in their image. Özil does this often, but not every time. On his off days he can seem peripheral and cut-off.
"Peripheral" is certainly an apt way to sum up Ozil in recent matches. In a recent article that asked the question whether or not he is struggling with the EPL pace, I pointed out Ozil's periods of inactivity are often part of a trade-off:
It is what he does in those quick bursts of expression, ingenuity and imagination that defines Ozil's contributions to a team. That is why he can often be a player who frustrates.
EPL audiences are used to being enamoured with players who visibly dominate games from start to finish. Waiting for a mercurial ace to switch from slumber to effervescence can be a frustrating experience.
The problem against United was that there were no "quick bursts of expression, ingenuity and imagination." In fact, when the chances for those moments came Ozil's way, like Giroud, he let them slip by.
His decision not to go for a header after a very clever run into the box, picked out by a stylish pass, has rightfully drawn criticism.
The moment epitomized Arsenal's timidity at Old Trafford. The chance was there to seized, but one of Arsenal's main men hesitated.
Contrast that with the performances of Wayne Rooney and Robin van Persie, United's heavy hitters. While many Arsenal players shied away from the occasion, United's double act up front attacked the game.
Both hustled and harried and wanted it more than anyone else. Their commitment was tangible, and it yielded the decisive contribution, van Persie's headed goal.
Of his forward axis, David Moyes said: "The two forwards, their performances merited the title of big players. Great players score great goals in big games and he [Van Persie] is a great player. His sidekick today played great as well, the two of them were fantastic, Wayne made it, Robin scored it."
While United's big names relished an outing on the grand stage, Arsenal's didn't. When the ball broke to Ozil late in the second half, he had the space and freedom to turn and pick out a forward runner attacking the left side of United's defence.
But instead he lamely bent his pass straight into the path of centre-back Phil Jones. Ozil wasted the opportunity to play the kind of defence-splitting pass that has become his trademark.
Of course, Ozil cannot make every pass count, but he is supposed to make those passes count. He has to make them count when it matters most.
Wilting under the pressure pervaded the entire Arsenal team. Santi Cazorla produced easily his worst performance since joining the Gunners last summer.
Aaron Ramsey, a player whose season has so far been defined by decisive daring, wasted his forays forward and lacked precision on the ball.
Nowhere in Arsenal's ranks was there evidence of the will and belief to win that snatched an away victory against Borussia Dortmund. Then Wenger played safety first, just as he did against United.
He was right on both occasions, but his team did not have the gumption to seize their chance on the big stage domestically, as they did in Europe. They didn't attack their chances the way Ramsey did when he gambled the ball would break to him in Dortmund's penalty area before boldly launching himself at a header in heavy traffic.
Certainly, Arsenal can point to the rigours of playing three taxing games in eight days with largely the same 11. A prematch outbreak of a stomach bug, unbelievably timed for the biggest game of the season, stretched a tired group even further.
But Arsenal did not perform like a fatigued team at Old Trafford. Instead, they looked like a group overawed by the occasion and still not quite convinced they belong on the big stage.
Wenger certainly did not fail to notice how his team were affected by the size and context of the game, according to The Daily Telegraph's Mark Ogden:
I am disappointed to lose any game, but I felt we were a bit nervous at the start, Wenger said. We didn’t play our game. We showed nervousness and gave United confidence by making a mistake at our first set-piece. Why were we nervous? Maybe because we haven’t won here for a long time. We rushed our game too much and lost too many balls. In the second half we were composed, had a real go and played our usual game.
If Arsenal are going to win a major trophy, they cannot lose significant portions of key games to nerves. They have to reverse their inferiority complex against the other members of the EPL elite.
Since last winning at Old Trafford in September of 2006, inspired by a Cesc Fabregas performance Ozil should take note of, the Gunners have beaten United just twice in the league.
Arsenal's current title hopes have not been fatally derailed by a narrow defeat to United—far from it. But to win the major prizes, the Gunners must start beating the teams that have been collecting those trophies they are so desperate to claim.
Wenger's men have a pair of meetings with City and Chelsea to come, as well as the return fixture against the Red Devils.
That means they have five opportunities to improve their psyche in marquee games and show their mettle on the big occasions.
If they can't, Arsenal will be a team talented enough to win major trophies, but one inevitably let down by stage fright.