I think he already knew the bid, either wouldn’t be accepted, or he knew Lemar didn’t want to come here.
If this was a one off it might be plausible, but it happens in almost every transfer window.
Wenger and Gazidis talk as if we are going to buy the best, and they understand that we need the best players available to fill the positions we are desperate for, but when has that ever happened?
Wenger has never, and will never, buy a world class player in a position that we need them for.
Ozil and Sanchez are the only two players he has bought that could be considered world class when we bought them but even they were surplus to requirements at Real Madrid and Barcelona, and were bargain buys that, as Wenger said, " were to good to turn down."