The Gunners faced their first real test of the season at Old Trafford after recording five wins to start the campaign, and largely dominated possession only to lose 3-1.
Arsenal saw an opening goal disallowed after Martin Odegaard was deemed to have fouled Christian Eriksen in the build-up - a decision made by VAR - before new United signing Antony did break the deadlock.
Marcus Rashford added another after the break, with Bukayo Saka briefly reducing the deficit before United took advantage of Arteta's attacking substitutions to settle the game on the counter as the Arsenal defence disappeared.
After the game, Arteta focused on refereeing decisions, telling Sky Sports: "It's a lack of consistency. What is soft? Last week, they [Aston Villa] got a goal when there's a foul on Aaron [Ramsdale], but it's soft and it's not a foul.
"Then there's a penalty on Bukayo [who Villa centre-back Tyrone Mings challenged] but it's soft and not a penalty. Today this is a foul. There were some strong tackles and no yellow cards because the threshold is low because it's a big game. It's really difficult to accept."
He added in his press conference: "The referee said it was a really soft decision – we just ask for consistency, today we disallowed the goal again, there is nothing we can unfortunately now."
Keane was less than impressed though, branding Arteta a "sore loser" with his constant complaints about the referee, insisting the Gunners boss is more concerned with optics than points.
"I'm fed up of all their excuses," Keane said on Sky Sports. "I'm serious. "Arteta gets interviewed after the game, he's a sore loser, like us all. He's got to give a little bit of credit to Man United but he never does.
"Every time he loses a game it's all about what the opposition didn't do properly or the officials. Stop making excuses. You lost the game 3-1, you've done okay. Take your plaudits but give me the points any day of the week."