I am still very puzzled because Arsenal and Leicester have polar opposite playstyles and Vardy thrives on a very different kind of pace-based chance creation (courtesy mahrez, and his own insane bursts) rather than arsenal's concentrated methodical approach to the goalbox. Plus the financially conservative manager renowned for signing young talent (read: football fetuses) going in a bidding contest for a 29yo Vardy seems so un-Wenger in general.
But what I'm sure of is that if he leaves, no way Mahrez and Kante are sticking around.