The Gunners yesterday looked set to progress to the last-16 of the event via goals from Mikel Arteta, Alexis Sanchez and Alex Oxlade-Chamberlain at the Emirates.
However, the Belgian visitors rallied in the final 32 minutes, as Anthony Vanden Borre struck twice before substitute Aleksandar Mitrovic headed in a last-gasp equaliser.
"If I'm being honest, I think they're tactically clueless," Merson told Sky Sports. "That's an honest opinion. How you can be 3-0 up and be attacking…this is not the first time…this happens a lot. It is absolutely clueless.
"For me, the manager has got to get a message on. You're playing with international footballers, these are not little kids. These [players] have played for their country lots of times, they have played in World Cups, they played in a lot of Premier League games.
"They’re all bombing forward! Surely something in your head, if you know football, says ‘right, let’s stop here, we’ll have two banks of four, leave two up front and we’ll go from there. Let them break us down’. For me, it is clueless."