Goals from Sergio Aguero, Vincent Kompany and David Silva had a first trophy under Pep Guardiola wrapped up for City by the 65th minute.
Pierre-Emerick Aubameyang had wasted an early chance for Arsenal, but they were thoroughly outplayed as Wenger lost in the final of the competition for the third time.
A disconsolate Wenger recounted how Scott had questioned why the Frenchman wanted to prolong the pain as he made a complaint about the award of three minutes stoppage time.
"It's difficult to come back," he told a news conference. "The referee doesn't give the injury time.
"When I said, 'Why don't you give more time?' he asked me, 'Why do you want more time?'
"I told him, 'It's not down to you to judge, how long is the time, if you want or not. Give the normal added time.'"