Liverpool have decided to leave Shaqiri at home over concerns of a backlash from local fans.
However, ahead of their Champions League clash, Milojevic stated: "I do not know what to say about the absence of Xherdan Shaqiri.
"That's the decision of Jurgen Klopp. There's a whole situation around that and I have nothing to add.
"I'm not sure if it's not for the team, or Klopp decided for tactics, I do not know..."