Definition of arsenal:
"# all the weapons and equipment that a country has
# a military structure where arms and ammunition and other military equipment are stored and training is given in the use of arms
# armory: a place where arms are manufactured "
I'm sure this has got far much more to do with the title of 'Your Arsenal' than the football team.
And yes, while he does support Man Utd, he does have a soft spot for West Ham also - although as he has said relatively recently that he does not have much interest in football anymore