The Gunners may have been comfortable 4-1 winners over Molde on Thursday night to maintain their 100 per cent start to Group B - but Arteta was left questioning an awful offside call against Eddie Nketiah.
Martin Ellingsen's long-range effort gave the reigning Eliteserien champions a shock lead before Nketiah turned home a Nicolas Pepe cross, only to see the assistant referee raise his flag.
Replays showed Nketiah was at least a yard onside but, with no VAR, the goal was chalked off.
Two own goals from Kristoffer Haugen and Sheriff Sinyan either side of half-time eventually turned the tide, with Pepe and Joe Willock wrapping up the win with fine finishes.
But Arteta was upset by Uefa's decision not to have VAR in operation during the group stages of the Europa League and believes it is something that should be addressed.
"I don't understand," he said.
"I don't think it makes any sense when we have the technology and we all believe it is the right call for everybody to do it.
"So I don't understand and we were complaining with the referee because we were told he was clearly onside and obviously it's a situation that can clearly change the game.
"So I think it is something they have to look at and if possible change it."
Willock topped a man-of-the-match display by scoring the last of the four goals as his impressive run in the Europa League continues.
The 21-year-old also scored in the win over Dundalk last week and has impressed Arteta - even if he is yet to feature in the Premier League so far this season.
"I think he was really strong in his performance," added Arteta.
"I think the way he is approaching every opportunity shows how mature he is.
"I'm impressed with the way he is communicating as well. I think he is developing the right way, he is a player I really like.
"He has some very special qualities and he deserves every minute that he's playing and he's showing it with performances, with goals and his attitude."
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