The two clubs face eachother this weekend in a relegation six pointer.
Grant told whufc.com: "To give the right answer I need to know what happened there, but I only know that he was sacked. I always feel sorry when managers are sacked - especially him because he took a team from the Championship to the Premier League and they started the season very well.
"I think, when there are difficult times, everyone needs to be together, but I don't know what happened there.
"I think it is not the first time and it won't be the last time it happens. I don't feel good about this. If you look at the three teams relegated in the last ten years 90 per cent of them changed their manager and it didn't help. It's always the easy solution but it's not THE solution."