Van Persie, who refused to celebrate his equaliser on his old stomping ground, received applause from his former boss after the match.
"We are rivals but look, at the end of the day, we decided to sell him. You want us to make a guard of honour and to respect the champions but you have to accept as well that respect exists after the game," Wenger told The Mirror.
"You want to give absolutely everything for the 90 minutes and after the game you can still talk to each other. He took his penalty very well. I knew when he decided to take the penalty that it would be 80% that he scored. He was our penalty taker. He does that very well. He does a lot of things very well, Robin van Persie.
"I wouldn't be shocked if a guy celebrates because internally he is happy anyway. That has become basically now another way to behave for football players in England."
Van Persie joined Manchester United from Arsenal in the summer for £24m.