Sean Maitland's converted try and two penalties from fly-half Duncan Weir gave the Scottish outfit hope, but Alex Cuthbert's 72nd-minute score effectively ended their challenge - going on to lose 29-20.
With the Warriors flying high in third in the RaboDirect PRO12 - and the Blues struggling with just three wins so far this season - the form books were dashed in Europe.
However, MacArthur is relishing the opportunity to bounce back at Scotstoun and remains adamant that his side can qualify from Pool 2, despite being rooted to the bottom.
"The best thing about double headers is that you get a chance to right the wrongs, to build on things didn't do that well and try to fix them," he said.
"You get another shot the week after, that is our biggest motivation. We are disappointed with the result last week but have chance a week later to go out and have a shot at correcting it.
"We do a lot of analysis every week. Win or lose, we will be in the next day analysing what areas were good and what we can improve. Nothing changes.
"We were in the day after the Cardiff game, and on Monday we were already looking forward to next week against the same team.
"We believe in ourselves and what we can do. We can go out and take on the biggest teams and believe we still have a chance in Europe.
"We are a really tight squad, as you can see every week. Not only are we tight within the group, but we also have a crowd that comes out every week and generally believes in us.
"So we have to perform for our team and for the crowd. We have got to go out there and get the performance first and foremost. We must perform and push for a win, that is the goal."
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