For Arsenal, the pattern was all too familiar. They won the xG against Manchester United on Sunday, depending which model you prefer, by around 3.5 to 0.5, but they drew the game 1-1 and with a certain inevitability, lost on penalties. The previous Tuesday, in the first leg of their Carabao Cup semi-final, they’d won the xG 3.1-1.2 but lost 2-0 to Newcastle. The previous Saturday, in the league, they drew 1-1 at Brighton despite having won the xG 1.5-0.9. They have begun 2025 by failing to turn dominance into goals and, very quickly, their hopes of a trophy are evaporating.

This was a very good weekend for the FA Cup. Plymouth, bottom of the Championship, pulled off the big upset by eliminating Brentford, while League Two Bromley went ahead before succumbing to Newcastle, non-league Tamworth took Tottenham to extra-time and there were further shocks as Doncaster and Exeter eliminated Hull and Oxford. But the culmination of Sunday’s sulphuric clash at the Emirates: no sense there of Premier League sides soft-pedalling. For Arsenal, the consequences could be hugely significant.

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They’re out of the FA Cup. Their hopes in the Carabao rely on them overturning a two-goal deficit at St James’. They’re six points behind Liverpool in the Premier League having played a game more: home games this week against Tottenham and Aston Villa look crucial. At least the Champions League, in which they lie third in the table, remains. Unfortunate Cup exits happen; it’s the nature of knockout competition. But what will frustrate Arsenal was how on Sunday they were undone by the same old failings.

There has been a vast improvement since Mikel Arteta took charge in 2019. That can be acknowledged and celebrated while still recognising that Arsenal habitually fall short in the same ways. Some of the wilder corners of social media seem to have decided that Arteta is the problem, which is one of modern football’s worse habits: not every disappointment has to lead to dismissal. Managers can learn on the job; Arsenal really are not far off and the person best equipped to carry them over the line is probably the person who got them in sight of it. But they really do need to develop a harder edge.

Some of that would be solved by bringing in a proper centre-forward. Last season the sense was that Arsenal had no way of winning when they weren’t playing well, nobody to turn a half chance into a winner, an issue partly covered by their set-piece prowess. This season, though, they’re not even winning when they are playing well. Injuries to Martin Ødegaard and Bukayo Saka haven’t helped but any side so reliant on one link-up for creativity risks just that problem. Losing players of such calibre would hurt any side but part of winning titles is making do when things aren’t perfect; Arsenal often seem overwhelmed by a sense that the fates are against them.

Arsenal are not a team that fares well in adversity. From the defeat at Bournemouth onwards, Arteta seemingly made a conscious effort to avoid complaints about refereeing, perhaps recognising that what might have engendered a siege mentality was in danger of inculcating a fatalistic paranoia. That ended with the – admittedly unusual – penalty decision against them at Brighton last week, while his furious touchline reaction to Gabriel Martinelli’s first-half effort being ruled offside suggested his resolve in that respect may have disappeared entirely. Even the award of a soft penalty with United down to 10 men couldn’t save them.

They had other chances against United on Sunday, lots of them. Kai Havertz was the most culpable – and missed his kick in the shootout – but Declan Rice and Leandro Trossard also spurned very presentable opportunities. It’s too simplistic to say that a top-class striker would necessarily have scored but Havertz has never been prolific; he’s a creator rather than a finisher. Pep Guardiola, it’s true, has proved teams can prosper with a fleet of attacking midfielders, but even he has turned to Erling Haaland these days; to win the league with a false nine requires remarkable ruthlessness and midfield control. Gabriel Jesus’s knee injury, just as he had started scoring goals again – albeit mostly against Crystal Palace – only compounds the problem.

“Incredible how you don’t win that game,” Arteta said on Sunday. “The dominance, the superiority in relationship to the opposition, and everything we did to try to win.” That’s been a regular theme for him this season: that his side have failed to take their chances while they have granted their opponent one opportunity which has been taken. There has been misfortune but there has equally perhaps been a sense that recruitment, even a mentality that attempts to deny the opposition any opportunity, has contributed to the issue: Riccardo Calafiori and Mikel Merino have added muscle and deepened the squad without addressing that failure to convert superiority.

Teams have seasons like these. The road to glory is not supposed to be smooth. The Premier League title is not entirely out of range yet, and Europe remains. But already thoughts must be turning to next season: if they are to taste success at last, Arsenal have to turn disappointment into hunger, to discover the resolve of champions and find a way to convert chances.

• This is an extract from Soccer with Jonathan Wilson, a weekly look from the Guardian US at the game in Europe and beyond. Subscribe for free here. Have a question for Jonathan? Email soccerwithjw@theguardian.com, and he’ll answer the best in a future edition