This is no real surprise, for the Arsenal side that plays in Europe resembles the one which lumbers about the Premier League in name only. At their Highbury home, Arsenal are without a win since November; abroad they are unbeaten in seven matches dating back 18 months.
Getting on a plane has become the best form of escapism known to Arsenal players without being illegal. On the Continent they are feared and admired, and success there has glossed over all manner of failure and controversy at home.
Tonight, however, Arsenal's fantastic journey is entering the realms of the surreal. Their manager is under investigation for corruption; their leading striker is suspended from Premiership football (again); their captain is facing a ban for violent conduct; another player is freshly out of an addiction clinic and yet, in the midst of all this, they are to play the champions of Europe in one of the Continent's legendary stadiums, the San Siro.
Milan are demanding exemplary behaviour from their fans. The match is the first staged in Italy since a Genoa supporter was stabbed to death before a game against them on 29 January.
All sport was suspended last Sunday, and it is now up to Milan, a club whose image has increasingly been tarnished by violence, to set the right example. Ugo Allevi, a Milan spoke-sman, said that about 2,000 Arsenal fans were expected to make the journey.
"There won't be any special security measures for them. They will all be housed in a special sector of the stadium, segregated from the Milan fans," he said. "What we're most concerned about is how our fans behave." That concern is justified. Yesterday, a Milan fan carrying two knives, a whip and a hammer was arrested at Messina railway station.
Arsenal meet Milan on level terms, the two teams having drawn 0-0 in the first leg of the Super Cup at Highbury a week ago. Arsenal, bolstered by a defensive record of only four goals against during those seven European away ties, believe they can "nick it".
But can another trophy, the seventh in seven years under Graham, continue to cover up for domestic deficiences? For all the cups, the title has not looked like returning to Highbury since the 1991 triumph, and much of the football being played is awful.
The fans have grown impatient, but other clubs look at Arsenal's record with envy. Graham's results ought to have earned him time. It should be the club's image, not its silverware collection, that represents the gravest threat to his reign.
The "bung'' allegations against him are serious and, if proven, should make his position untenable. However, the club's board has backed him, and even given him several more million pounds to spend, which suggests they intend to keep him. Some of it has been spent on John Hartson and Chris Kiwomya, bought for their long-term potential.
Hartson has already been sent off - Arsenal's fourth red card this season. There have also been 63 yellow ones in a season in which Arsenal's indiscipline has reverted to the depths of five years ago. Graham sails calmly through all this, seemingly unconcerned with such trivialities. Yesterday, he was his customary urbane self, pointing out Arsenal's impressive European record and denying they are more indisciplined than other sides.
Tony Adams, his captain, who has appealed against his sending- off on Saturday, underlined Graham's mental strength. "He has had a lot of stick, like anyone associated with Arsenal, but he will come through it," said Adams. "He is at his best when his back is against the wall. When the kind of things that have happened to Arsenal take place you can go under, or keep on doing your job and winning things.
"People say this is a difficult year for Arsenal. Last year they said that and we won the European Cup-Winners' Cup. So was the previous year when we won two cups. In 1990-91 I had the trial [and went to jail for drink-driving] and came out and lifted the title, so I hope this is a difficult year too."
Three Arsenal players - Lee Dixon, Martin Keown and Nigel Winterburn - are on one yellow card, and will miss the first leg of the European Cup-Winners' Cup quarter-final against Auxerre next month if they are booked again. Milan are similarly placed withsix players on a card.
That factor, and the general lack of excitement about this competition, means the game will lack any real intensity. However, as Graham said: "because we are having a bad season by our standards, any win in any competition will give us a lift."
n All non-League matches scheduled for the weekend in Paris have been called off after a fan who was shot at a game in Drancy, north of the French capital, died in hospital yesterday.