The Blues have played the Red Devils for the second time in the Premier League last Sunday, which means that they will no longer come face-to-face for the remainder of the season - a fact that may have given the west London outfit a direct and/or indirect advantage that the French mentor sees as unfair.
"They could have sold him last week but it opens at least the opportunity [to question] the dates of this transfer window," Wenger told arsenal.com.
"Some teams have already played twice against one opponent and some others not. I think if you want to respect the fairness for everybody exactly the same, that should not happen."
"I just think you would want that everybody is on the same level. Chelsea do not make the rules but maybe the rules should be a bit more adapted to more fairness."
The transfer may be viewed as a ploy for the Blues to make life harder for their competition as Arsenal, Manchester City, and Liverpool, who are all contenders for the title, have yet to face United again.
A strengthened Red Devils squad does not, in any way, help their respective causes of competing for the crown.