Because Roma are historically a better team in Europe than Arsenal. Arsenal don't do anything in Europe by and large. Roma must have a way higher coefficient, now, and arsenal are meant to be good now.
So maybe arsenal are a bigger team, because they are in s bigger league, but there's zero European pedigree there at all. To someone outside of England, arsenal winning it would be a freak result, not the revival of some dark horse with history.
I don't think arsenal are a significant team in Europe, and Roma are in that second tier where if I see we we are playing them something seems right with the world, and I reckon we will probably win, too.
I voted Roma.