Due to his unwillingness to pay more than £2m for Fulham's Mark Schwarzer, a player tried and tested in the Premier League, Wenger entered the season with Almunia as an unconvincing No 1 and two young, relatively inexperienced players - Lukasz Fabianski and Szczesny - as his back ups and all three players have made highly-costly mistakes this season.
It is not just at Arsenal that keepers are undervalued - there is a cultural aversion to the position in this county. Just think about the playground - the worst kid always got stuck in goal (that's if you were bothering to use keepers at all and not just playing 'rush' goalies) and in Escape to Victory, where do they put Sylvester Stallone's useless American? You guessed it...
Last one picked goes in goal.
Despite being both the last line of defence and the only true specialist position in football, goalkeeper is the cheapest position. As identified in the book Pay As You Play, the average cost of a keeper during the lifetime of the Premier League (to the end of last season) is £1m with prices increasing the further up the pitch you go (£1.7m for a defender; £2.1m for a midfielder; £2.9m for a forward).
This is more than a little odd given the vital importance keepers play in trophy-winning campaigns. This season's League Cup final is a case in point - Birmingham's Obafemi Martins will be remembered for scoring the winner but it was man of the match Ben Foster who kept the team in the game with a string of fine saves. Petr Cech has been vital to Chelsea's success over the last few years, likewise Peter Schmeichel and Edwin Van Der Saar at Old Trafford.
While no keeper has yet cost more than the £9m Sunderland spent on Craig Gordon, the general cost of keepers is on a steady incline. Chelsea, Manchester United, Manchester City, Liverpool, Fulham, Birmingham and even Arsenal have all spent £6m or more on keepers. Of course, in the real world that's a hell of a lot of money but in football it's only a quarter of Darren Bent or a sixth of Andy Carroll - demonstrating again the undervaluation of keepers compared to strikers.
When teams do find a quality keeper they stick with them for a long time, which means there are few of them on the market - basic supply and demand theory suggests the position should be valued more highly than it is and this general unwillingness to splash the cash on keepers is even more bizarre given how many play into their late 30s and have relatively injury-free careers, making it the one position where a substantial investment will buy a long-term asset.
One interesting side issue is the relatively high number of American-born first choice keepers in the Premier League given the country's supposed aversion to 'soccer' - there are currently three while there are only six from England.
Er, Bruce, can we have a quick word...
Wolverhampton's Marcus Hahnemann believes this is in part due to the fact the goalkeeper is a recognised specialist position which is more highly valued in US sports like ice hockey, and this respect spills over into football.
He also suggests Americans are more comfortable with individual athleticism, an interesting thought given how over the years good keepers in England have been pigeon-holed as eccentric when the opposite is the case; keepers have to display a high level of concentration, often after spending long periods detached from the game.
Ironically the morning of Arsenal's Cup final defeat saw papers reviving the story that Wenger will make a £20m summer bid for Liverpool's Pepe Reina. Could it be the Arsenal boss, now so cautious in the transfer market, will be the first manager to pay the true price for a goalkeeper?