Jesus made the comments in a wide-ranging interview with ESPN Brazil this week, coinciding with Arsenal's title celebrations following their first Premier League championship in 22 years.
He traced the tension back to his upbringing.
"As a Brazilian, I was raised in the várzea," he said, referencing the improvisational street and grassroots football culture of São Paulo that shaped an entire generation of players. "I wasn't really developed in Palmeiras' academy. I spent one year and a half there in the youth setup and pre-professional football."
That background left its mark.
"For a young Brazilian guy raised in that environment, obviously this thing about being more set-pieces in one game or another bothers me a little bit."
But Jesus was quick to follow the admission with context. "It's part of football. When you have many ways to win a game, you have to use them."
He also pushed back against the perception that Arsenal are a one-dimensional team in dead-ball situations.
"It's not that we only score from set-pieces. We do score many goals from set-pieces, but not all of them. We have a weapon there. That's the difference. Other teams can't really have that."
Jesus pointed to Liverpool's title-winning 2024-25 campaign to give his argument some comparative weight.
"Last year when Liverpool won the title, they also scored many goals from set-pieces. Obviously not as much as us, but they did too."
His season at Arsenal has been disrupted by injury. He has started only seven Premier League games, contributing five goals and two assists from 24 appearances in total — a return that has kept him on the fringe of Mikel Arteta's strongest side. He is now fighting to earn a place in Brazil's World Cup squad.
The várzea instinct and the Premier League reality, in the end, arrived at the same conclusion. The goals go in regardless.