I have said this before and again that Arsenal football club needs to pay attention to one particular trophy per season, not necessarily the Premier League alone but any of the trophy they found themselves in the competition, it could be Premier league, champions league, FA Cup Carabou Cup, so not necessarily the Premier league. Their situation overtime, ending each season without a major trophy for over a decade plus is a problem as football club.
It's natural for Arsenal to aim for the Champions League title, given their spending spree over the past few seasons on players. The problem is that Arsenal's mentality isn't yet ready for this competition, as they must first reach their full potential in the domestic league, like Manchester City in the Premier League or PSG in Ligue 1. Once they achieve this, I'm confident Arsenal will be able to win the Champions League trophy themselves, as their mentality and experience will make them much stronger and more prepared to handle the pressure.
On the one hand Arsenal have been through some dark times in the last three seasons. Their foundation is very strong and they have remained consistently strong at the top of the EPL, but they have yet to win a trophy. This is difficult for them to achieve, especially UCL trophy, which is their biggest dream right now.
I don't think Arsenal lacks the mentality to win trophies. This can be seen in the club's history. Arsenal is the team with the most FA Cup wins in history and remains the only team to win the EPL undefeated in a single season. Arsenal mistakes are always unlucky in crucial situations, losing several players to injury, and Arteta's inability to make smart decisions during matches especially when the team is behind. Overall Arsenal struggles to win trophies because they lack a sharp striker and their reserve squad is not as strong as their core players. However this season Arsenal has changed a lot, and I hope they can win a trophy this season. UCL trophy will remain their primary goal every season as it is their dream trophy.