Konsa and Dan Ballard were involved in a physical exchange inside the penalty box with the Arsenal defender adjudged to have fouled the Sunderland man via excessive holding.
Mikel Arteta criticised the decision as 'not acceptable' at full-time, and the Premier League champions will now speak with the professional referee's body regarding an explanation on the matter.
"I watched it 20 times and can't find a way to understand how they think it's a penalty in that situation, or the way the VAR has to intervene," Arteta stated.
"I'm sad that we have to discuss this after such a beautiful game, that at this level has the gravity of that. Because that changes the course of the season and it can cost you the championship.
Referee John Brooks initially awarded Sunderland the spot kick on the field, and the decision was backed up by VAR.
"The referee's call of penalty to Sunderland for a holding offence by Konsa on Ballard was checked and confirmed by VAR," read a statement published by the Premier League Match Centre