All right guys, before this goes any further, I want to say that I don't think Arenas is making a back-handed compliment to Nash at all. If you read his recent blog posts on NBA.com, he unequivocally says that Nash is the leading MVP candidate, by far. Straight-out.
And this quote that we're talking about? Yeah, I can see how it can be interpreted as being a little snarky, but try not to read between the lines too much. He's agreeing with everyone that says scoring isn't everything for an MVP! He points out that last season, when Kobe Bryant had the most impressive statistical scoring season in many years, it turned out that Nash was the MVP. He's deflecting MVP talk about himself because of this fact. At least to me, it doesn't sound that he's very bitter about it.
As more circumstantial evidence, I'll point out the commercial he did for the NBA, where he basically said that last season's most amazing game was Nash's 22-assists, and that he's the two-time MVP. At least in the commercial, he seemed to be paying Nash major props.
Obviously I have no more insider view on Gilbert Arenas than any of you, but from what I can tell, he definitely has respect for Nash's game.