The 29-year-old defender completed a loan move to Saudi Arabian side Al Ittihad last month in a deal which could be made permanent. Hegazi left The Hawthorns after making just one Premier League appearance this term, spending three years at the club following his move from Egyptian side Al Ahly in 2017.
In total, the Egypt international made 104 appearances for the Baggies, helping them gain promotion to the Premier League this summer.
The move saw the Baggies release one of their few centre-back options and manager Slaven Bilic hit out at the club for allowing Hegazi to leave without his notice.
Speaking to Football Insider, Agbonlahor discussed Hegazi’s exit, saying: “I think it’s a bit of a delicate situation there now.
“It’s ridiculous and I know some managers out there that would have left the next day if that happened.
“You prepare a squad for a season and to get players taken out of that squad behind your back it’s shocking.
“I’m sure it’s something that they’ll regret because if Bilic runs out of centre-halves, he will say to them that ‘I could have done with a Hegazi in this game and maybe I would have got a point rather than lost the game.’
“So it’s not good to see and it’s not a good relationship to see within a club.”
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Hegazi’s exit became much more acrimonious than it should have, especially following Bilic’s comments, but the Croatian did have a point.
Players should simply not be sold without the manager knowing and, with the poor form West Brom are currently experiencing, off-field problems are the last thing needed at The Hawthorns.