Because we have been here before.
I think Wenger knows that results haven't sufficiently been good enough so he is basically guilt tripping the Arsenal fans and preparing them for the inevitable contract renewal announcement.
Look at some of his comments in recent weeks: Arsenal didn't win the UCL before me, I built Arsenal , I have been loyal to this club for 20 years, I have been more pressure than even Enrique but I'm still here.
They are two important players in this whole thing. Wenger and the board. Only one is needed to end this relationship but neither wants to.
Wenger is stubborn as ever and has blamed everything from referees to unfair financial strengths of rivals as to why he had failed to win. He has come out recently saying he doesn't want to retire and will be managing next season, basically putting it up to the board to sack him.But this board is very content with what Wenger brings and doesn't want to rock the boat.
The fans can protest all they want, no one is listening. I remember protests last season too inside the stadium with hand held signs. That achieved nothing either.