It's a feeling motivated by reports of Wenger saying something along the lines of "Whatever happens, Nasri won't be sold to United" (obviously not a direct quote, you get the picture) last summer.
This seems to be believable if you think about it - Arsenal are arguably the second biggest team in the country (depending on how you rate Liverpool) behind United so you could understand that they might think it would hurt their image as a club to sell their best player and captain to United. Factor in that they are the most impressive club in Premier League history after United and that they still claim publicly to challenge for the title, then you can see logic in not wanting to sell to the club that rivalled them for success so strongly in the pre-sugar daddy era.
I might be reading too much into it, and the original quote could've been bollocks, but I can easily believe that a club of Arsenal's standing would be very reluctant to sell to United - particularly Wenger himself - for reasons of the club's image, lasting resentment from the rivalry a decade or so ago, incidents like Keane vs. Vieira, RVN vs. Keown, the invincable run being ended, even the 8-2 won't have helped.
Reasons could be given why they shouldn't sell to City either, but that hasn't stopped them before (is it 4 or 5 players now since 2008?)
Could be completely wrong of course; nobody seems to know the motivations of the Arsenal board and management anymore.
