The Reds went two goals up in the opening 45 minutes at Anfield thanks to goals from Roberto Firmino and Sadio Mane as Arsenal looked toothless going forward without the Chile international.
Wenger's men significantly improved after the break following Sanchez's introduction and he provided the assist for Danny Welbeck to halve the arrears before Georginio Wijnaldum confirmed a win for Liverpool that saw them leapfrog the Gunners into fourth.
Many were perplexed by Wenger's decision to omit Sanchez from his starting line-up, but Liverpool boss Klopp was not among them.
"I have been a coach for 17 years and I have never really been surprised about any line-ups in my coaching career," Klopp told reporters when discussing Sanchez's omission.
"Only if somebody broke their leg and then he starts a week later. Then I would probably like to meet the doctor!
"We always make the analysis without knowing who is playing. You can imagine, we did it with Alexis Sanchez in the line-up, but then when [Olivier] Giroud is on the pitch, it is a different game because they cross more often.
"For us, it was not a big advantage.
"Alexis had a big impact on the game, but because we had to adapt to it. If he starts, then we could have already a better solution from the beginning."