Farewell, then, Andrey Arshavin – not so much the one that got away as the one who instead hung around for ages, spending three lost years just not doing very much at all.

In the week that the Premier League's most notable Cyrillic genius manqué finally left Arsenal, I was reminded unavoidably of the one time I've met Arsène Wenger face to face outside of a press conference room. It was in Innsbruck during Euro 2008 almost exactly five years ago to the day. I'd managed to get lost on a network of narrow metal gantries joining the stadium and press compound.

Setting off towards a distant doorway, I noticed a lone figure approaching, clearly also lost. As we clanked towards one another there was time to take in the purposeful stride, the long, tapering, grey-suited legs, the birdlike frown … It was Wenger, striding closer and closer for what suddenly felt like an eternity – he seemed absurdly tall, arms and legs flapping like the struts of a dismembered deckchair – until we met at the door in the middle. At which point he began to yank violently at the handle.

Suspended above the Austrian afternoon, watching Wenger stoop to wrench at this small, grey door, it seemed – if not perhaps for him – an oddly timeless moment. Was this perhaps what death might one day look like? The lonely walkway. The grey-suited figure. The familiar, strange face. Although, perhaps not the wrenching.

In the end the only words we exchanged were "I think it opens inwards" but those moments on the gantry seemed doubly poignant as that was also the evening Arshavin – whom Wenger would sign eight months later – made his first appearance of the Euros and played for the first half-hour against Sweden like a scurrying, gnome-like footballing god. Arshavin had only been the star of Zenit St Petersburg's recent Uefa Cup victory but for many there this was a first glimpse of him in the flesh. There were coos and small, stifled yelps from hardened English hacks, a kind of purring hormonal arousal as he repeatedly picked up the ball and ran into previously non-existent spaces, finding his own invisible criss-cross of airborne gantries through a rather tearful and demoralised Sweden defence.

Here was a player who seemed to have it all: speed, vision, touch and that familiar low-slung disco strut of the genuine star, the ball seeming to roll somehow more kindly, more adhesively at their princely little feet. Arshavin went on to lead Russia into the semi-finals. And this was it: a world star in the offing. Barcelona tried to buy him before he went to Arsenal. He was 28. He was ready. Or at least, that was the idea anyway.

Four meandering years later he leaves as a decent nomination for the title of best non-playing player, most obvious genius-shaped hole in recent Premier League history. He scored one goal last season. The season before he did a little better. He scored two. Throughout which he has worn the baffled, otherworldly expression of a man playing football while also wrestling interminably with the question of where to go for lunch. There is a school of thought that Arshavin never had a proper run in his "best position": not wide, not centre-forward, but in the roving no-strings, god-like gadabout role, a position that demands an entire attack be geared around him.

But really, there must be a little more to it than this. It is tempting to digress here into the continuing issue of small-ism in English football. Arshavin isn't exactly petite at a chunky 5ft 8in. And he didn't fail in England because he was short. But very few short, skilful players in his position have ever succeeded in England for an extended period. Gianfranco Zola is the obvious exception, a player who for all his lack of height carried with him an air of seasoned Papa Smurf-ish authority. But otherwise the most successful attackers have all been physically exceptional in some way: Thierry Henry was a gloriously flukish hybrid of athleticism and craft. Wayne Rooney, David Ginola, Didier Drogba, Eric Cantona: all of them have an air of uncowed physicality, bouncers who also play the piano.

And for all the Premier League's cosmopolitan pretensions the small and the skilful are still a minority group, cowering like Borrowers behind the toaster as the strapping fill the skies. The occasional slight, skilful English player will still emerge – Jack Wilshere, Josh McEachran, the delightful Callum McManaman – but these are essentially weeds through the cracks. David Silva had a brilliant year and may yet be back. But for now Eden Hazard and, in particular Juan Mata, who doesn't so much run as bob about the pitch like a lovable cartoon seahorse, will carry forward the hopes of the small.

With hindsight Arshavin seems to have simply come to England the model of a replete and distracted modern superstar footballer. Received opinion in the Premier League might be that a 28-year-old who hasn't "done it" in western Europe is going to turn up ravenously hungry to put that right. But Arshavin had already achieved a great deal in his own continental-scale nation and has instead treated Arsenal as a pleasant adventure, equivalent to a late-career Chinese excursion, or a spell in the gentle barbecue football of Australia's booming Dinkum League.

At the same time the amazing vanishing Arshavin has tended to look like more of a Wenger story. Arsenal's manager has always been particularly good at attracting concerted inarticulate fury – the phenomenon of free-floating Wenger Anger or "Wanger" – even while quietly going about his business of doing relatively well all things considered. He was after all supposed to be English football's great bespectacled interloper, the man to provide us with a modernist's charter, to show us decisively how not to be us any more. Perhaps this is why, after those early wonder years, evidence of blind spots and human limitations, the sense at times of a man alone on his gantry in the sky wrenching at a door that goes the other way, has always seemed so disproportionately unforgivable.

If Arshavin's frictionless passing through the Premier League is a minor footballing tragedy of what might have been, it is to be hoped his departure won't sound too much of a cautionary note. It was, after all, the romantic move, a signing born of evidence of an intermittently astonishing talent. And five years on this week – Arsène, Andrey – we'll always have Innsbruck.