The Gunners are expected to discuss the incident with the professional referees' body in an effort to understand how referee John Brooks arrived at his verdict.
Konsa became involved in a physical battle with Sunderland captain Dan Ballard inside the area, with Brooks deciding the Arsenal defender had committed an offence by holding his opponent excessively. A spot-kick was subsequently awarded to the hosts, while VAR backed the on-field ruling.
"The referee's call of penalty to Sunderland for a holding offence by Konsa on Ballard was checked and confirmed by VAR," read a statement published by the Premier League Match Centre.
Although Arsenal ultimately secured victory, the incident has prompted concerns at the club over major refereeing decisions potentially having an undue impact on match outcomes.
Manager Mikel Arteta voiced his dissatisfaction with the call after the final whistle, and Arsenal now want Pro Ref to provide further insight into the judgement.
"This is not acceptable at this level," said Arteta.
"I watched it 20 times and I cannot find a way to understand how they think to give a penalty in that situation, or the way the VAR has to intervene.
"So I don't know what to think. I'm sad that we have to discuss this after such a beautiful game, that at this level has the gravity of that. Because that changes the course of the season and it can cost you the championship.
"At this level, with all the work we put in, this cannot happen."