It's very easy to understand tbh.
1️⃣ The circumstances that made him join us already gave him a headstart. Refusing United despite pressure from Sporting, using part of his own money, going on strike, etc. He had the club record on shirt sales before he even kicked a ball.
2️⃣ The fact that he was beaten down during the first half of last season relentlessly by both fans and rivals creates an underdog mentality in people's eyes. Even now, the unnecessary piling on for any mistake he does will only have the opposite effect. People will soon start feeling y'all are doing too much (if they don't already do) and take his side. Psychologically, nobody likes seeing the group beat down on someone.
3️⃣ Then his superb form this year felt like the underdog beating the odds to many fans. He also has that humble vibe, so it further pushes the underdog mentality.
4️⃣ What he did for Sweden locked up his Swedish fanbase for life. So there's that.
5️⃣ Then we win the league, something we hadn't done in 22 years and he was our top goalscorer. He had more goals than our other players had goals + assists combined. This mentally felt like vindication to many of the fans that stood by him during the hard start to the season, and converted many more fans. When you win, people can overlook things they otherwise wouldn't. He also has this vibe as a perennial winner (won every season at Sporting, then won at Arsenal. 3 consecutive years. To make it look better, Sporting did not win the season after he left and Arsenal didn't win in the seasons before he arrived.)
6️⃣ Additionally, he works hard. This is a universal thing that every fan in every fanbase loves. Fans hate laziness or the perception of laziness. It gives the impression that you aren't working for the team. His performance vs Atletico Madrid in the UCL semis solidified his grungy style that speaks to Arsenal fans who have seen aesthetic styles with no end produce for decades.
7️⃣ We also didn't lose a game when Trossard - Gyökeres - Saka started all season in all comps (13 wins, 1 draw).
8️⃣ It doesn't help too that many people like to talk down to Gyökeres fans in a way that will only make the fanbase double down (even when the person talking down to them is correct).
9️⃣ Having a cold cele doesn't hurt either.
It's just psychology. He has the most fan motion in the club by a wide margin, so people can't attack him the way they attacked Ødegaard and Havertz (both unfairly) without getting gegenpressed.