Ferdinand refused to wear the shirt in protest to the handling of the incident between his brother Anton and John Terry last season.
Anderson told MUTV: "I don't agree with Rio. You can see the manager was fuming and clearly he didn't know anything about it.
"He expects his senior boys to set an example. He is the manager. If he says we are all doing it together, it should be the end of the story. But Rio has gone the other way. I don't see where he is coming from and I don't know what it is going to achieve."