Arteta, whose Arsenal side have booked their place in the showpiece, will face either Bayern Munich or Paris Saint-Germain after their dramatic semi-final tie.
The French champions, who are defending their title, hold a narrow 5-4 advantage from a remarkable first leg widely praised for its quality and attacking intensity.
The Arsenal manager described that encounter as "probably the best game" he has ever seen, while stressing he was not surprised by the level on display.
He argued that the relentless domestic schedule in England places heavier physical and mental demands on players compared to leagues in France and Germany.
Kompany, drawing on his 11-year spell at Manchester City, said he understood Arteta's perspective. He pointed to the constant scrutiny from fans and pundits, as well as the unforgiving fixture calendar, as key factors shaping performance levels.
The second leg in Munich on Wednesday night will determine who meets Arsenal, with both sides aiming to build on an already extraordinary contest.
"I don't want to comment too much, but obviously having been in the Premier League for many years, if I read between the lines, it's basically a calendar discussion," Kompany said.
"I don't think it's a criticism on PSG or Bayern Munich or anything like this. It's that fact that you have 38 games to play, plus the League Cup, plus the FA Cup, you don't really have a winter break.
"Then every time someone has a bad game, you go, 'well how come they have a bad game?' I think that's the conversation these guys are having.
"It's not for me to jump in, but it's legitimate. Obviously Jurgen Klopp, being German, how many times has he spoken about this? At that time I was in the league so I understand it. But it's not my problem to solve at the moment."
Paris Saint-Germain head into a decisive night at the Allianz Arena determined to stay true to their attacking identity, with manager Luis Enrique insisting his side will attack Bayern Munich.
Arsenal are one match away from European glory after booking their place in the UEFA Champions League final for the first time in two decades, keeping alive hopes of a historic double.
Kai Havertz and Martin Odegaard will both be available for Arsenal's Champions League semi-final second leg against Atletico Madrid as the Gunners aim to reach their first final in the competition since 2006.
Vincent Kompany has earned strong backing from Bayern Munich legend Bastian Schweinsteiger as the club push towards a potentially historic campaign.
