The fact Chelsea's interim boss has made it clear he is powerless to intervene in the situation has Keegan scratching his head.
He told The Su n: "This is a major thing for Chelsea and the manager is saying 'it's nothing to do with me'.
"In fairness, it probably isn't anything to do with him due to the length of his contract. So who is it to do with?
"It's a strange period for Chelsea but they've had this time and time again. People come in and you know they won't be there for long, much like Avram Grant.
"Trying to work out Chelsea's strategy for those of us who do punditry is impossible, as I'm sure it is for most of the fans.
"There simply doesn't seem to be one and no one ever comes out to tell you otherwise."