Henrikh Mkhitaryan wanted to play for Arsenal as a teenager in 2009, he desired to play under Arsene Wenger back then, this was revealed in the now trending interview he granted.
Mkhitaryan as a teenager quoted via UEFA.COM stating his admiration for Arsenal way of playing and in particular the Arsene Wenger factor.
“My favourite team is Arsenal, I like their attacking play and fast style. Moreover, Arsène Wenger puts faith in young players while demanding results at the same time. I like that and want to play there one day.” Henrikh Mkhitaryan on UEFA.COM
9 years have gone since that interview, Mkhitaryan has been through a lot of transformation playing for Dortmund and Manchester United, while Arsenal have been through their own transformation since that time, it is unclear if he still holds those views about Arsenal and Arsene Wenger, but from the scenario that is playing out so far, his reluctance to come to Arsenal in a player swap and high wage demand does not suggest he still does.
The deal that will take Sanchez to Man United involves Mkhitaryan to go the other way, given his admiration for Wenger and Arsenal, one would think he will jump on the chance to swap Manchester United for Arsenal.