The two men had a heated exchange on the touchline after Robben won the penalty which saw Wojciech Szczesny sent off in the first leg at the Emirates Stadium last month, and Wenger was further enraged when the Dutchman went down under pressure from Laurent Koscielny in the box to win a spot-kick which Thomas Muller missed at the Allianz Arena on Tuesday evening.
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"I always say if you're a big manager, take your loss," he told ITV. "If you win, be happy, enjoy. But if you lose, don't start complaining about silly things.
"It was two penalties but I don't want to defend myself. From a big manager you expect a little bit more if you lose."
Wenger also claimed that the decision to send off Szczesny was the difference between the two teams, but Bayern boss Pep Guardiola insisted otherwise.
"We won and we were better than Arsenal in both games, that is the reality," he concluded.