Vieira believes Henry could've been part of Didier Deschamps' staff in Russia.
He said, "It's odd to see Thierry Henry coach Belgium. You have to think and ask the right questions.
"How come an emblematic player like him is with Belgium? It's a shame for French football. You have to ask the right questions to not have a great player in another great football nation. I do not know what happened.
"I do not know if there were proposals from the Federation or if it is the choice of Thierry Henry by default. We must think carefully so that it does not happen again."