It is fear of the unknown.
I think we can attract a top quality manager now (not Van Gal for the love of god), precisely because of what Wenger has done for the Club in terms of maintaining a steady ship through the financial pain of the stadium.
We are in great shape for a new guy - CL football, a crapload of money and no recent legacy to speak of.
This is an ideal time to bring a new guy in.