Is anyone saying they're beneath us? I don't know how you've added Mourinho to the mix now because a) I didn't comment on him at all, and b) a tiny minority of our fans would put Mourinho in the same bracket as the other two.
Benitez was a very good manager, but there's nothing in his recent record to suggest he would be a great appointment. He hasn't won a league title for 16 years, despite managing a number of clubs in a position to challenge for them. In 10 years managing in England he has won 1 domestic trophy. The idea that he's a 'proven winner' is laughable.
Same with Emery, he's not 'beneath us' but there are very good reasons why people don't really want him. His away record pretty much everywhere is poor, he did the unthinkable by failing to win the league with the world's richest club, he was widely criticised by Arsenal fans for failing to instill an identity, failing to address obvious issues, falling out with players, and playing people out of position. He took over a team in a much better position than us and left 18 months later without having improved them at all. There are worse appointments we could make, but there are better too.