Another season of "so near, but yet so far" is drawing to an end, which neither the Arsenal fans, players, or their ever-faithful manager had hoped for.
After demoralising defeats to Barcelona, Wigan Athletic, and a soporific draw at home to Manchester City, there was little sign of optimism as they plunged to another defeat courtesy of old adversary "Big" Sam Allardyce.
If Wenger were at his most irate after the game—as witnessed by his decision to belittle Blackburn's tactics after the full-time whistle—he surely is mad that Arsenal now face a fight merely for third place, not first, which will haunt him most.
Yet, even today, it could all have been so different.
After Robin Van Persie’s early header gave them the lead, if they had displayed some of the durability and robustness which had so marked their improvement earlier this season, then perhaps they could have hung on.
Indeed, how different could it have been had their Dutch star been in attendance for even a fraction of the time he has missed.
In a Premier League short of Cristiano Ronaldo, Van Persie’s early form showed he could, like Arsenal, have been a contender for the top prize.
Indeed, his remarkable return to form after his ankle injury merely serves further proof of this, picking up where he left off, leading the line with his own unique brand of technique and tenacity where he had been sorely missed.
Had Arsenal been able to call upon his services for even a fraction of his absence, rather than relying only on the developing Nicklas Bendtner, the ill-suited Andrei Arshavin, and the clearly off-form Eduardo to lead the line, it could all have been so different.
Yet such talk sounds rather too much like excuses, which after five years without a trophy, cannot be allowed at Arsenal.
Had Wenger opted to sign a new striker, perhaps forced the issue with Marouane Chamakh earlier, then he would surely not have been so afflicted by the Dutchman’s absence.
Were he forced not to rely upon the creaking bodies of Mikael Silvestre and Sol Campbell, and the fragile Lukasz Fabianski in defence to cover an injury list growing as long as these summer nights, then maybe Wenger would not be facing such questions of when, not if, he will win another title.
Yet ultimately such questions are what face Arsenal and Wenger after such an end to the season, as they rue another season of so near and yet so far.
In the final reckoning, such questions seem rather futile, as ultimately both he and his team must realise that they have come up short in the final reckoning.
A combination of cruel luck, injuries, and their own fatal flaws have been their undoing and Wenger cannot escape these particular facts.
The emphasis now is on him to address these issues and to take such questions out of the equation for next season.
Reinforcements in defence and in goal are required, not to mention further development of the overall team, particularly addressing some of the mental issues which has led his team to patently under-perform at key moments within the campaign.
Because, ultimately, this will be remembered as a campaign of "what ifs" for Arsenal, as so many have before, something the return of the talisman and sorely missed Van Persie simply further demonstrates.
But as he contemplates a season which has ended in a rather demoralising, and ultimately barren, fashion the key for Wenger will be turning these questions into answers.
If he wants to return Arsenal to the top of the league, and to take this team to the heights which he has both long envisaged and promised, Wenger must make sure he gets them right this time, pr else more searching questions may soon need to be answered.