Sanchez's future had long been a hot topic, with the Chilean refusing to sign a new contract and attracting interest from both United and Manchester City .
Although a reunion with former Barcelona boss Pep Guardiola initially seemed the more likely scenario, Sanchez ended up joining United in a deal which saw Henrikh Mkhitaryan move in the opposite direction.
The transfer finally brought about a resolution to Sanchez's future and Wenger believes that will help his side, who on Wednesday overcame Chelsea 2-1 in the second leg of their EFL Cup semi-final to set up a Wembley date with City next month.
Speaking to Sky Sports after the game, Wenger said: "Uncertainty [has gone].
"We lost a great player, but of course it's true that when the team doesn't know what's going on, there's less clarity and less focus on performances.
"Now we know that we have to deal with that and we can get on by giving everyone a little bit more."
Granit Xhaka scored the winner in the second half after an Antonio Rudiger own goal had cancelled out Eden Hazard's well-worked opener.
But Wenger was thoroughly unimpressed with his side's first-half performance, accusing them of being fearful.
"We gave them too much respect, too much distance," he said. "We were maybe too scared to go for it.
"We suffered from that. We weren't in the right positions on the pitch in the first half, we rectified that and took control of the game in the second half.
"In the first half we watched them play a little and they strolled through our lines, but in the second half we were tighter. The midfield came in the game more and we started to dominate."
Jack Wilshere was also critical of Arsenal's display before the break, going as far to suggest they got their setup wrong.
"It was strange," he said. "I think maybe we got our formation wrong in the first 20, 25 minutes.
"They damaged us through middle, but we came back into it, we showed character and were the better team in the second half."
Arsenal will face Pep Guardiola's Manchester City side in the final in late February.