You can't really criticise Wenger for not buying Aubameyang in 2013. He scored 18 and 21 goals in 2011/12 and 2012/13, with a similar goals per game ratio to Gervinho in the French league. Then he went to Dortmund and scored 16 in 48 games. That's hardly the record of a world class striker. It's only the season just gone that he came to life, so it's the right time to try to sign him - after he's proven that he's not another dud.
Problem is Dortmund don't want to sell and they are particularly hard headed when they don't want to let a player go. He needs to either pay over the odds and make an offer they can't refuse, or move on and get to work on signing the next name on his list.