I'm not sure why this is all about Arteta.
We were happy to let him talk to Roma, they couldn't stump up the requested fee, so that route out has closed for now.
At the same time, as a fanbase, we complain about not extracting enough value for our players, yet complain when we refuse to let Xhaka go for cheap. I don't think we can have it both ways.
As said elsewhere, I want to see the back of Xhaka as much as anyone else but if Roma are not prepared to pay a very reasonable price for him, then I don't think we should agree to it.