The Dane had hoped to play with the Belgian this new season.
Helenius, quoted by the Birmingham Mail, said: "We have not been given much information about why he is not joining us for pre-season, but apparently he has put in a transfer request.
"It is down to the club and player how they want to handle the situation.
"It is not something that I take much joy from even though it improves my chances.
"We need the strongest possible squad for the upcoming season and I was looking forward to being in the same side as Christian Benteke.
"In that respect it is sad what is happening around Benteke as he was definitely one of the players that I was looking forward to observing and learning from."