The Dane, who was replaced by Monk earlier this month, met with journalists on Tuesday and spoke at length about the sequence of events that led to his departure.
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"I have seen bits and bobs of what was said, and basically what I took from it was that he couldn't answer most of the questions for legal reasons, so there was no real point in having it," he told reporters.
"If you call a press conference like that, you should be able to say what you want to say.
"It's not my problem, it's between the club and the chairman and the solicitors as it is apparently.
"It was strange as I have never seen a manager lose his job and then two weeks later have a press conference about it but if that's what you choose to do, you choose to do [it].
"It's nothing to do with us. We have to move on."
Swansea take on Napoli in the first leg of their Europa League round-of-32 tie on Thursday.