While I do think we've been denied once or twice, I do think that we don't attack the box with enough aggression, especially considering that our rivals do and also considering that in Bale, Lennon, Defoe and Dembele (could even through Walker into the mix) we have a lot of players who are good at carrying the ball at pace.
I think you can excuse Bale as he is the one player who has attacked the box regularly. I can also excuse Dembele as since Sandro's injury he's effectively had to play mop-up for us and his bursts forward have been limited. I will expect more of Dembele in this regard next season as for someone with his dribbling ability and strength, i don't think he attacks the box nearly enough from what i've seen.
Lennon would be a world-class player if he had the mentality to keep attacking, but often he gets so far and chickens out, cuts back inside or knocks the ball back. Defoe is just streaky so when he's on form he does attack the box but when he's off form he doesn't do much. We all know this.
Hopefully Townsend coming into the fold next season will give us an added demension in this regard as he's very aggressive at attacking the box and taking on his man. even if he fails he gets up and does it until he beats him.
Lennon should learn a thing or two for him and Walcott. Walcott has scored a lot of goals and won a lot of free-kicks and pens for Arsenal around the box this season as whatever you think about him ability wise, he attacks the box, he gets the ball and heads straight for the box every time.