Leading the standings from the start of the season to the end of the season does not mean Arsenal have a winning mentality. Arsenal lost a lot of focus when Manchester City began to show consistency in their game, and Arsenal have been under pressure since then.
Manchester City actually managed to maintain consistency while Arsenal lost points in a number of matches, so of course this proves that Arsenal don't actually have a winning mentality when they are under pressure. When Arsenal's concentration is disturbed because of pressure from Manchester City or other teams, then Arsenal don't deserve to win the title, even for next season.
Arsenal started having issues due to injuries and fatigued players after having played matches consistently. Due to these and perhaps other factors, Arsenal became inconsistent and slowly declined from their winning ways and began to lose and draw games.
It sure didn’t help Arsenal seeing Manchester City hot at their heels, gaining points and closing the gap between them. So yes, I would say there was some pressure on Arsenal but what could they possibly do? With injured and fatigued players, there was little they could do as they could only watch as Manchester City came up to them and overtook them and finally won the league.
I still think Arsenal had at some point, a winning mentality in them. Cause they ended up coming in second place doesn’t mean they don’t. Perhaps they also lost focus and became inconsistent in their games.