I agree it's very likely Wenger would think that way, and arguably with good reason.
There's a possible financial cost to strengthening a rival you have to consider too, as a side issue; league positions carry cash bonuses, affect sponsorship deals in the long term, merchandise sales (shirts, likelihood of fans to buy if a star player has been sold) and the money that comes with qualifying for the CL and potentially going further in it.
My point was, that the rival will strengthen with or without your player.
He does a good job up front, I just think we need somebody with that killer instinct to get us the goals in really tight games like the one against Utd.