Offside was the correct decision and was the first "offence". Giving a penalty was an incorrect decision. It was a mistake by the linesman.
The fact Arsenal should have had a penalty earlier simply highlights the ineptitude of the officials. Similarly, what Rojo should or shouldn't have had in other matches, what Vardy got, these should have no bearing on the Arsenal game. It just highlights the problems match officials are having.
They seem to be getting worse, but maybe it's just because the games have gotten faster and with television having so many cameras and so many angles, the official's mistakes are just highlighted more easily.
It's a billion dollar insustry. It's time technology was used to help them more. It's ridiculous that in this day and age that match officials, instead of controlling games, are actually influencing results on a regular basis.