Sunday's win allows a week's rest for the Sky Blues before it hosts a home semi-final, while fourth-placed Phoenix host an elimination play-off against Melbourne City next Sunday.
"There's no time off - we're into a three-week competition now, and if you lose you're out," Arnold said.
"We'll be working them hard."
The win continued Sydney's season-long 10-match winning run away from home, and was set up by clinical first half goals to Bernie Ibini and ex-Phoenix hero Shane Smeltz.
Wellington fought back in the second half with a goal from Michael Boxall less than a minute after the restart, but despite creating numerous chances, it couldn't find the equaliser.
"I couldn't be prouder of the boys, but that's over. Now we've got to focus on the next few weeks and try to perform better than what we did in the first 27 games," Arnold said.
"I honestly believe we're the form team of the competition - we're getting better and better, and I don't think there'll be too many teams in the final series that'll be happy to play us."
Although Wellington trailed 0-2 at halftime, coach Ernie Merrick said he had every confidence his players could fight back.
"I didn't feel as though we were getting carved up at any time," he said.
"In the second half we talked about lifting the intensity, but we had to get the strikers in behind their back line.
"I thought for the second half we had the vast majority of the possession but we just didn't have key strikers in goal-scoring positions when it counted."
