In a letter emailed to Mackay on Monday, it is understood owner Vincent Tan listed in depth his grievances with the Scot.
When told of the email, Bruce said: "Oh my gosh - Merry Christmas... But nothing surprises me any more because of the way football has gone.
"From the outside they should be really thanking Malky, he has done a wonderful job.
"He gets them up, and is making a fist of keeping them up but it's the industry we work in.
"The big successful clubs - the one thing they have is consistency.
"I think all of us in this job think it seems to be getting worse, 25 per cent of the clubs in the Premier League have changed managers all ready.
"When you look at the lower divisions too the fall-out rate of managers is quite ridiculous and I think we are going to deter people from coming into management, especially up-and-coming young ones, as managers simply do not get time now."
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