The Roar's opener featured an offside Mitch Nichols, and the Mariners boss claims the goal 'knocked his side for six'
The Roar sealed a 5-2 aggregate victory in the tie with a 3-2 win over the Mariners on Saturday, handing Brisbane a week off and - more importantly - the hosting of the grand final on April 22.
Leading 2-0 from the first leg, reigning premier premiers Brisbane took the lead after just two minutes when Thomas Broich's free-kick worked its way through a crowded area.
The Roar went 2-0 up when Mitch Nichols scored, before Patrick Zwaanswijk and then Adam Kwasnik reignited hope for the Mariners.
But Henrique's second-half goal sealed the tie for the Brisbane, leaving Arnold to rue the Roar's opener, with Nichols well offside and seemingly interfering with play when Broich's free-kick snuck in.
"That knocked us for six," Arnold said of the opener. "I would like an explanation as to why it was given."
Arnold said his men had now already turned their attentions to Saturday's preliminary final with Perth Glory at Gosford, with a place in the grand final at stake.
"The boys are very disappointed; we didn't get the big decisions," Arnold said. "But I'm actually happy we're not having a weekend off. The players will get a day or two off.
"Perth will offer a different challenge; hopefully we'll get a big home crowd."
Roar coach Ange Postecoglou cut a proud figure after the game, and is looking forward to a weekend off after a hectic schedule of AFC Champions League matches and the side's A-League commitments.
"There's a real resilience in those players," Postecoglou said.
"The players in many respects were running on empty but we didn't want to limp into the grand final. We went out to win this match and the players deserve a lot of credit for how they went about it.
"It's good we've got a weekend off. It'll give the players a chance to properly recover."