The Bafana Bafana international is believed to have absconded from training with Ajax after becoming frustrated at the club’s reluctance to earn a better wage or sell him.
Menzo, who is a former Netherlands international, stated that Coetzee disrespected his teammates by not joining his club's pre-season training as scheduled.
“I’m disappointed‚ but look‚ it’s football. It shows no respect for your teammates," Menzo told the media.
"If it is an issue with the club‚ then take it to the club‚ but don’t involve your teammates who work with you," he continued.
“It’s a bit silly and petty‚ but OK‚ we make choices in life and sometimes we don’t make the right ones. It’s a pity," Menzo stressed.
Sundowns and Pirates are said to be keen to acquire the 20-year-old player's services from the Urbarn Warriors, while their Gauteng rivals Kaizer Chiefs have also been linked with the talented player.
However, the clubs have reportedly been put off by the reported R13-million price-tag Ajax have placed on Coetzee, who is also believed to be on the radar of unnamed European clubs.
Menzo went on to comment on Mark Mayambela's recent move to Chippa United. The experienced midfielder was also reportedly unhappy at the Ikamva-based side.
“There are two players that want to go‚ without mentioning names. If you want to be here," Menzo said.
"You must be happy and you must want to be here. It doesn’t make sense to be here and not be happy," he added.
“It’s not good for you or for us‚ nobody wins and everybody loses. So let’s make a good arrangement and see if we can solve the problem," he concluded.