Yep. I agree. Everyone has their own way of reviewing their games. I have a reasonably good (though far from perfect) understanding of most of the openings that I play. But the first thing that I do is to use the Explorer feature on chess.com to understand when we started to deviate from the usual opening lines. Once I find that I try to understand what the consequences would be - what weaknesses will result from the moves chosen?
Only then do I start to use an engine to look at the rest of the moves. I am looking for situations where either one or us totally overlooked something very important (such as loss of material). If you find that the engine says your move is bad you have to try to understand why (otherwise the information is not that much use). To do this I sometimes play the engine from that position to convince myself why the move I played was bad.
Without understanding of opening system used in the game, I think looking at computer engine move arrow is merely a tactics training..