I suppose most teams are capable of playing the pressing game but it might not always be the best tactic if you struggle to do anything with the ball once you win it. You could leave yourself open when Arsenal win it back themselves, that's probably why most teams just sit deep and try to frustrate them. Southampton had a lot of joy against them with a pressing game over Christmas and I remember Everton really getting in their faces and winning 3-0 a couple of years back. Liverpool tanked them that same season when they were motoring well with a high pressing game under Rodgers. It has worked but it takes a decent side on top of their game to execute it properly and managers (of the lesser sides particularly) will almost invariably choose the more cautious approach.
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