It's not (in the traditional sense of nationality). But if you read up about Catalonia you'll see why I raised the point.
Someone has since said he's Basque anyway, though it could be argued that same point applies?
Well many Catalans (and Basques) do consider themselves to be nationalities in the traditional sense, it's more that they're not in a political sense.
They are at least as much as a Nationality politically as Welsh is, as well. It's just that when football was invented the home nations created FAs for themselves which have endured to this day. If football had evolved in Spain instead of the UK then they may well have had separate teams for Catalunya and the Basque Country amongst others.
Although on the point with Arteta, he may not feel that Spanish, but their team is populated with Catalans and Basques (Xavi, Puyol, Pique, Busquets, Xabi Alonso, Capdevila) so I wouldn't think that it's too much of an issue.