Emery decided to drop the France striker for summer signing Nicolas Pepe, as Arsenal lined up in an unfamiliar 4-4-2 formation.
But the decision backfired, with a Joel Matip header and Mohamed Salah brace securing an easy 3-1 victory for the home side.
Wright told BBC Radio 5 Live's Monday Night Club: “It was one of the things that I was baffled by.
“Before the game I was hoping to see Lacazette, Pepe and Aubameyang as I believe that Liverpool playing with a high line were there for the taking and I was really excited about that.
“And then to see the diamond or triangle given up space to Alexander-Arnold and Robertson was confusing for me.”
Wright added that he thought it was a strange match for Emery to experiment in.
“I don't know if he's doing it because he might use that system against lesser teams and it might work as he wants to keep it narrow,” he said.
“I thought against Liverpool it was a tactic that was handing them the incentive and I thought we played a bit too deep.
“The chances we got were mistakes from Liverpool and in the main Liverpool were in control of that.
“I would rather we just go there with potency that we have and show them this is what Arsenal are about now. This is how we are moving forward but it was a confusing one for me.”
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