Perez refused to talk about after the 4-3 third-round win over the Clarets.
The Spaniard said he did not have "the authority to talk about it" and that it was a "situation for the club", although he was more forthcoming on Lallana's impact after his goal from distance proved the difference at St Mary's.
Perez said: "I think everyone can see Adam Lallana this season and every single minute he is on the pitch he tries to do his best and is always doing great, great things.
"It's no surprise for me when Adam Lallana on the pitch is doing things and goals like he did.
"I think it (the Clattenburg situation) hasn't affected him. We are professionals.
"When you are in this business you have to be aware of everything and you have to stay away from the pressure of some things around football and just focus on being fit and being mentally ready to play.
"He played like the other players of the squad with the best mentality at the end of a tough period where it's difficult to keep a strong mentality because fatigue is not only physical but also mental - and it was important for us to be in the next round."
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