There was nothing else they could do. They had done their best all night to knock the Gunners out of their stride, but in the end they had to stand and admire a striking performance as good as you will see in Europe all season.
Arsenal arrived in Spain with their season on the verge of collapse, but thanks to Aubameyang and Alexandre Lacazette they are now in their first European final for 13 years and just 90 minutes away from a return to the Champions League.
This has been the week of the comeback. We saw it and Anfield on Tuesday night and again in the Johan Cruyff ArenA 24 hours later.
So it was perhaps understandable that many Arsenal fans made their way to the intimidating Mestalla with a feeling of trepidation about what could be to come, despite having the comfort of a 3-1 lead from the first leg.
This cathedral of football in Valencia has, of course, been an unhappy hunting ground for the Gunners in the past, with painful memories of John Carew still fresh in the minds of many who made the trip to Spain in 2001.
And those memories would have come flooding back when Kevin Gameiro tapped the ball into an empty net to give the hosts the lead inside 11 minutes.
There is no roof on Mestalla, and that is perhaps a good thing as it would have come right off when the French striker finished off a low cross to reignite the tie.
The Valencia fans had packed the streets outside the ground two hours before kick-off and welcomed their team’s coach with a cacophony of noise. It was entirely different welcome for Arsenal, however.
This was as hostile an atmosphere as the Gunners have faced in recent years, and given how things have gone in the Premier League in recent weeks, they could have easily have crumbled after going behind.
We have seen it before, but not tonight. Not with Aubameyang and Lacazette in this sort of form. Together they silenced Mestalla and booked Arsenal’s spot in Baku on May 29.
Within six minutes of Gameiro opening the scoring, Aubameyang had levelled with a stunning half volley from 20 yards, set up, of course, by Lacazette.
It was a fabulous finish from the Gabon international, and things could have got even better soon after when his thrilling run down the right set up a chance for Lacazette, who clipped the post.
Given how clinical he usually is in front of goal, it was a surprise to see the France striker miss the target, but he did not make the same mistake five minutes after the restart when he buried a fine effort past Neto into the bottom corner to all but finish the tie.
Valencia did level eight minutes later through Gameiro again, but any hope of a dramatic comeback was soon snuffed out by Aubameyang, who brilliantly stabbed in Ainsley Maitland-Niles’ cross to make it 3-2 on the night and 6-3 on aggregate.
He then rounded off the night in magnificent style, crashing a thunderous effort past Neto in the final minute to complete his hat-trick.
The Mestalla had started the night as a fearsome cauldron of noise, but it ended with the home fans showing their respect for as good a performance from a striker as you will see across the continent all season.
The 2,600 delirious Arsenal fans who packed into the top tier behind one of the corner flags quite rightly sang the names of their two star strikers as the clock wound down.
Where would Arsenal be with them? Not on their way to Baku, that’s for sure.