Bradley Barcola delivered a dangerous cross into the Arsenal penalty area on Sunday afternoon, but as Alexander Isak leaped up to head the ball past David Raya, Jurrien Timber grabbed his shirt, pulling him back and preventing him from reaching the cross.
Referee Andy Madley did not award a penalty, and VAR official Stuart Attwell did not intervene as the contact was not seen as enough to warrant a punishment for the Gunners.
It is an event that has overshadowed Arsenal's victory, with Andoni Iraola saying his players need to dive to be awarded penalties, whilst Jamie Carragher stated "VAR, do your job".
Weighing in on the drama, Szoboszlai was adamant that it was a penalty for his side who now stay 5th in the table.
"It's a penalty. I don’t know what they expect from us: to dive or something.
"I don't think we are the type of team or players to do that but from now on we might need to do it. If Alex falls down it’s a clear penalty. Timber doesn’t really care about the ball and maybe if he doesn’t pull Alex’s shirt Alex can head it in the goal.
"We are just one penalty less and that’s a big difference. If we go in the game 1-0 up, you know Anfield, you know our quality. I know they are a great team still, but it wouldn’t be easy for them to come back into the game.
"It is not our type of play. I don’t think in this moment you can think this way that ‘Oh, let me wait for someone touching me and I’ll fall down.
He continued: "Then you take a chance from his point of view and it’s a penalty. Everyone sees it differently, but I don’t think you can see this one differently."
Arsenal legend Ian Wright agreed that VAR was wrong and said he would not have complained had the penalty been awarded, a penalty which could have led to Arsenal dropping points as they forge ahead in the title race.