The 63-year-old has been without a club since leaving Olympique Lyonnais in 2007 and Wenger thinks the daily involvement of club management is what appealed to his fellow countryman.
"In our job, some people always have mixed feelings," Wenger told arsenal.com.
"Maybe he went to be the technical director of the French Football Federation to get into maybe a little bit less of a pressurised job.
"When you are out of it you feel you miss it - and you come in again.
"I believe that is what happened to him more than the feeling that he has unfinished business."