And all the while they continued to spend their massive transfer war chest on nobody at all.
If the increasingly frazzled fans are like this in pre-season, we at The Rundown genuinely fear for their health once that actual proper football gets under way.
So here are some ways to cheer them up.
1-More pre-season cannon fodder
In the early years after Arsenal stopped winning proper trophies, they were still good for a pre-season tournament victory sparking misguided hopes that Arturo Lupoli or Jay-Emmanuel Thomas was the heir to Henry. Now they can't even win their own event. So stop inviting decent sides like Napoli and Galatasaray and play the Emirates Cup against Totteridge & Whetstone Under-12s.
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When at Chelsea, Didier Drogba was not so much a thorn in Arsenal's side as a samurai sword. So no surprise to see him come off the bench for Galatasaray and dive shamelessly to win (and convert) a penalty, before netting a brilliant winner. Why would you ever let Drogba back in the building? It's like Audley Harrison inviting David Haye to his summer barbecue.
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3-'SPEND SOME F***ING MONEY' (To borrow a well-used chant)
Such is the frustration as Arsene Wenger's parsimonious ways, it seems the fans don't even care who he spends £40m on, just that he spends it. You don't have to get Luis Suarez or Wayne Rooney - and that's good, because they won't. The fans would get just as excited if Wenger spent tens of millions on Emile Heskey, or just bought everyone in the crowd a gold-plated hot dog. Or...
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4-Make sure Bale leaves Tottenham
...just donate Arsenal's entire transfer kitty to Real Madrid to ensure they get Gareth Bale. The only thing that saves Gooners from utter misery is that they remain ever so slightly better than Tottenham. Nobody wants to celebrate fourth place, but when Spurs are fifth it becomes all the more tolerable. As this fans Lord Sugar-baiting shirt testifies.
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5-Greater fan convenience.
The empty seats say it all - Arsenal fans don't much care for the start, middle or end of any match. So why not kick off in the fifth minute and blow for half-time at 40 minutes. Start the second half at 50, and finish the match after 85 minutes. Then everyone can leave early to get the tube home.
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6-Get an oligarch
Arsene Wenger's right. How can Arsenal compete with the moneyed likes of Manchester City, Chelsea or PSG? What they need is someone fabulously rich. Say, a Russian tycoon, maybe the 28th richest man in the world, with a personal wealth of $18bn. If someone like that came along, the board would welcome them with open arms. Wouldn't they?
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7-Send the fans to Coventry
Look, we understand. Everything is relative. A man raised on beluga caviar might turn his nose up at foie gras, while someone on a diet of turkey twizzlers would kill for a fish finger. But really, there are worse things than watching Santi Cazorla and Jack Wilshere every week. You think it's bad supporting a perennially competitive, financially stable club that goes eight measly years without a major trophy? Go to Coventry and watch a match there. Only you can't because they don't have a ground and they're this close to going out of business. So, in a cri de coeur that could actually apply to 99.8 per cent of all football fans, just belt up and stop being such a bunch of babies.