Sheffield United are the latest club to confirm they are beginning legal action, days after Wigan chairman Dave Whelan confirmed his club will sue the Premier League and West Ham if his club are relegated due to this decision.
Speaking to Sky Sports, Sir Alex was sympathetic to West Hams relegation rivals. He said: "It's nothing to do with us at all, but I understand them. They have every right to take advice on it.
"It was a strange decision. Obviously, it doesn't involve us, but I just feel for the clubs at the bottom.
"You talk about the pressure of Wednesday night (against Milan) and you talk about the pressure of ourselves, Chelsea and Arsenal at the top of the league.
"I don't think it compares with that kind of pressure down there. Paul Jewell, for instance, I think he's done a fantastic job, I just think his team have never recovered from the decisions they got at Arsenal.
"It is sad and you hope they can get out of it.
"That's where the concern and the pressure comes, as opposed to talking about pressure on us to win the league. Charlton, Wigan, West Ham, Sheffield United, it's a lot of pressure."
Sir Alex's Manchester United could have a huge say in who is relegated. They host West Ham in their final game of the season.