Is Arsenal's Set Play Defending a major weak spot?

A quick data driven look at things

I have been hearing a story developing around Arsenal about the set play defending. Here is Elliot Smith (@yankeegunner) on the latest Arsenal Vision Podcast previewing the match for Manchester City making an argument that I have seen often around the internet:

The set piece defending is an issue… that has been going in the wrong direction for a while. We conceded another set piece goal against Southampton and it has been a big problem for a long time... we are consistently getting exposed on set pieces.

I am not doing this to pick on Elliot I was just listening to this and it made me want to write about it. I did an initial look at this for the Stats Guy and a Civilian podcast but it made me really want to look further into it to understand more what is happening.