Davila was later charged, along with Macarthur FC teammates Clayton Lewis and Kearyn Baccus, over allegations they had been involved in a South American gambling scheme.
It is alleged players received money from the racket in exchange for taking yellow cards during games.
The news of Davila's arrest sent shockwaves through the ALM given his reputation as a player and person.
The Mexican midfielder has been a revelation since arriving in the competition in 2019 with Wellington Phoenix, where he won the Johnny Warren Medal as the ALM's best player.
He later joined Macarthur FC in 2021 - a year after the club was founded - and helped guide them to victory in the Australia Cup final in 2022, winning the Mark Viduka Medal as player of the match.
Davila is one of the competition's great entertainers, a maverick with the ball at his feet, and he possesses a mind sharper than most even at the age of 33.
It's that quick wit and natural instinct that once earned him a contract with Premier League giants Chelsea and a way out of his modest upbringing in Guadalajara.
Davila's obvious on-field talent has endeared him to Australian football fans as much as his off-field sacrifices and challenges.
Two years ago Davila's wife, Lily Pacheco, the mother of his only son, Uli Jr, suddenly died.
The death of his childhood sweetheart left Davila alone in Australia, hours from his nearest relatives, caring for a toddler on his own.
Macarthur officials recognised his value to their team both as a player and a senior figure within the fledgling club's culture, and several Bulls staffers accompanied him to Mexico for Lily's funeral.
Club physio Brendan Wyatt undertook an ultra marathon to raise funds in her memory.
It was that support that encouraged Davila, who signed a two-year extension in April, to opt against retiring and keep playing with Macarthur.
"From day one back here I felt I have a family here," Davila told AAP in October.
"I'm enjoying every day and everyone has been supportive of me and made sure I feel I have a home here."
As NSW Police banged on Davila's door, Bulls staffers rushed to his home to take care of Uli Jr.
Macarthur officials were shocked and blindsided by the arrest of Davila, who is one the ALM's best-paid players, and they were also upset given their players have appeared in gambling awareness advertisements as recently as last month.
NSW Police are seeking to interview a fourth Macarthur player and have bailed Davila until he fronts court on June 24.
It remains unclear how much of that contract Davila will see out.