The Gunners splashed out €63m for the Gabon international last week, with the striker scoring on debut in victory over Everton on the weekend.
Wenger told BILD: "In the Premier League, the competition is bigger and more physical, and one should not forget the financial incentive.
"The economic power of some clubs is very great.
"For me, the Bundesliga is still one of the five big leagues. But the Premier League is a challenge for many players, almost everyone wants to play here."