Yes, I know that they're known as Gooners. The nickname The Gunners is perfectly understandable, the team having originally been known as Woolwich Arsenal. But pronouncing Gunner as 'Gooner' doesn't have any logical justification. Such a mis-pronunciation might possibly have occurred 'oop north...
What's your problem? Quite a normal thing, nicknames, or made-up names for things or practices that then become universally or widely used. Listen to footballers (or cricketers) being interviewed about their team mates - Stockers, Sidders, Giggsy, Scholesey - the list could go on and on.
Made up...