(CNN) Former Arsenal manager Arsene Wenger has expressed his astonishment that Henrikh Mkhitaryan won't be able to play in the Europa League final against Chelsea in Baku over fears for the Armenian international's safety.

Armenia and Azerbaijan have a century-long conflict stemming from the fall of the Russian Empire in 1917, and there were concerns Mkhitaryan would not be safe in Baku.

Despite UEFA "guarantees" -- after speaking to "the highest authorities in the country" -- that the player would be safe, Arsenal opted to leave the midfielder behind.

"That's something that should not happen in football," Wenger, who brought Mkhitaryan to Arsenal, said in an interview on Thursday. "In the modern world, politically you cannot play a football game."

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