The Dane believes ongoing speculation beyond the start of the season can adversely affect a player's performance, with Yohan Cabaye pulling out of Newcastle duty on Monday.
The influential duo have been linked with moves away from the Liberty Stadium - with Arsenal holding talks with the captain earlier in the summer - and manager Laudrup believes such talk can have an affect on individuals' mindsets.
Newcastle boss Alan Pardew and Chelsea manager Jose Mourinho have been similarly vocal on the subject to allow players to solely concentrate on playing, with Yohan Cabaye pulling out of action on Monday due to a bid from the Gunners.
"It's part of the game [speculation and the transfer window] and as long as the rules are like that we get on with it," the Dane told reporters.
"I went to the Premier League managers' meeting last week and one of the questions asked was why we could not move the transfer deadline, what is the reason to have it close after we have started the season here and in Spain and Germany?"
"The answer was that in the other big leagues there was not a lot of interest in moving it. I cannot understand why not."