The Gunners boss spoke out after seeing his side lose 2-1 at Newcastle on Sunday afternoon, during which Magpies midfielder Kenedy might have been fortunate to escape any more punishment than a free-kick for a challenge on Alexandre Lacazette and Pierre-Emerick Aubameyang saw a shot hit Jamaal Lascelles' hand.
The Frenchman believes a return trip to Moscow cost them the defeat at St James' Park.
Arsenal took an early lead but lost 2-1 for their fifth straight Premier League away loss, their worst such streak in the Premier League era.
'We don't do these mistakes - the team mistakes - when we play at home.
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Merson continued: "I mean, Saturday night's game - that's as good as it gets!"
Though once again the Newcastle players deserved credit as well, Slimani showing he wanted to really win the header and he guided the ball across to Matt Ritchie for a cool finish with his weaker right foot. "It wasn't just one mistake, it was a few".
Not long after that chance, the half-time whistle went with the scoreline level with both sides feeling they could go onto win the game in the second half. Arsene Wenger blames all of our away defeats on avoidable defensive errors, and even Petr Cech admitted this week that we have made mistakes in almost all our away games.
That really was the last big chance of the game as the Magpies made a decision to sit back and defend the lead that Ricthie gave them and they did it quite easily as the Gunners lacked ideas up front in the final few minutes on how they could break the hosts down.