There was an injury worries over the winger, 22, on Wednesday night as he took a knock from a rough challenge in the first half but he bounced back to set up Gabriel Jesus and score himself.
"Not really!" he responded on TNT Sports when asked if he was happy to be taken off early.
"I wanted to play 90 minutes if I'm going to be honest.
"I understand his decision and now I'm focused on Wolves and doing my best in that game as well."
There have been fears around Saka being targeted by defenders but he made light work of Lens' weak defending in a cruise of a game for the Gunners.
Arsenal were also able to take Declan Rice, Oleksandr Zinchenko and Takehiro Tomiyasu off early as they qualified for the next round.
Jesus, who netted the second goal after teeing up Kai Havertz's opener, described the rout as a superb team performance.
"We were amazing, every one," he said.
"It's not normal we score five quick goals like that. After we controlled the game, they had the ball and it was a little tricky to keep the ball.
"But everyone played amazing, the team performance was top. We have to keep going but we have a big one on Saturday."