Shorter passing football has always been less efficient as opposed to direct. I usually play on the counter/direct and it's way more efficient. That's the way it is in real life as well.
And also shooting has to be proper, Cazorla has shoots from distance PPM and if you're on previous database so does Aguero. Always go for more clinical strikers like Cavani or preferably someone with "Shoots with power" as many shots skips from GKs hands if players has that PPM.
For once, try playing High/Extremely high tempo, direct passing and running on defense, goals scored to CCC ratio will improve.
That's not to say you can't play possession/shorter passing football, for that to work you need proper set up. I play both, and for possession/shorter passing (high tempo, and yes It's quite similar to Arsenal in real life), for that I have quick defenders to play high line and press, apt players.
I have Hazard and Drax on either wings, Januzaj in the middle, Thiago playing on AP (attack) from CM position, and DLP playing as DM. ALL of them have "plays through balls" PPM, Also I have set my wingers to Dribble more (it's effective if they're good) and CM also makes runs. And then Mitrovic up front.
So balance it out, in "some" matches you'll feel you can't finish CCCs, but in most you will be with proper players.
The shoots from distance PPM is a ***** and destroys every chance you create, it's only helpful if player also has "Shoots with power" PPM. Also team cohesion training helps a lot as players pass to others even if they can shoot.