Arsenal's poor run of form has seen protests against the manager intensify with each passing game, and during the match at the Hawthorns, a plane flying a "Wenger Out" banner could be seen above the stadium, though there was also a plane with an "In Arsene We Trust" banner, too.
The Frenchman, 67, has come under increasing pressure in recent weeks, with fans responding to defeats in the Premier League, and the 10-2 aggregate loss to Bayern Munich in the Champions League, by calling for him to leave.
The Frenchman revealed after the 3-1 defeat to West Brom on Saturday that he had decided what he will do at the end of the season, which is when his current deal at the Emirates expires. West Bromwich Albion manager Tony Pulis also said Wenger told him he meant to stay on after Arsenal's 1-3 defeat at The Hawthorns on Saturday.
Collins, once again, tried to play devil's advocate, and said that Sutton isn't privy to what goes on behind the scenes at Arsenal.
Sutton said on BBC Radio 5 live: "The last 13 years have been a disaster and the two FA Cups have papered over the cracks". I'm surprised Steve Bould [Wenger's assistant] doesn't get hold of him and say this is the reality.
"Do the right thing and if you're not going to do the right thing then tell us".
Wenger himself stressed that his decision is not contingent on qualifying for the Champions League with his side now six points behind fourth-placed Liverpool, albeit with two games in hand.
They face Manchester City in the semi-final at Wembley on Sunday, 23 April (15:00 BST).