The Gunners had led 1-0 thanks to Shkodran Mustafi’s goal, only to be pegged back by Andros Townsend’s equaliser shortly after half-time.
However, Alexis Sanchez helped Arsenal to battle back and he found the net in the 62nd minute with a neat finish.
Only a handful of the Arsenal team went to celebrate the goal with the Chile international, with the other players returning to their positions following the goal.
Sanchez then made it 3-1 shortly after before James Tomkins’ goal set up a tense finale for Arsene Wenger’s men.
Speaking after the victory, Henry admitted that he was confused by the way in which Arsenal’s players celebrated the second goal.
Henry said on Sky Sports: “When you compare that to the celebration of Man City… Yes, Man City are top of the league but look at the division of the team.
“You can see Mustafi came. Sanchez was asking them [the other Arsenal players] to come.
“He’s talking to Alexandre Lacazette, asking why are they not coming [to celebrate with us]? They were 2-1 up and were about to be 2-1 down – don’t they want to celebrate?”
Arsenal return to Premier League action in the new year with a crunch home clash against Chelsea on 3 January. Before that, they travel to West Brom on Sunday.
The north London side are currently sixth in the Premier League table as they look to try and get themselves back in the race for a top-four finish.
The Gunners finished sixth but won the FA Cup last term.
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