Some football versions;
Football/Soccer Serial Runners-Up
Michael Ballack: Arguably the most famous example, often called "Neverkusen" during his time at Bayer Leverkusen. In 2002, he lost the Bundesliga title, the German Cup Final, and the Champions League Final in a matter of weeks, in addition to losing the 2008 Champions League Final with Chelsea and the Euro 2008 Final with Germany.
Harry Kane: Known for his incredible goalscoring record while notably failing to win a major team trophy for over a decade at Tottenham, losing the 2019 Champions League final, two League Cup finals, and the Euro 2020 final with England.
Gianluigi Buffon: Regarded as one of the best goalkeepers of all time, the Juventus legend played in three Champions League finals and lost them all (2003, 2015, 2017).
Javier Mascherano & Lionel Messi: While they achieved success later, both held records for losing the most finals in football history during their respective careers (Messi has lost 12), including World Cup and Copa America losses before finally breaking through.
Bayer Leverkusen (2002): The entire club became legendary for becoming serial runners-up in the same season, earning the nickname "Bayer Never-kusen"
If Harry Kane and Leverkusen eventually did it - surely so will Arteta.