Caretaker manager Steven Kean oversaw a 1-1 draw with West Ham on Saturday in his first game in charge of Rovers but the club are still digesting the news that Allardyce was relieved of his position.
Chairwoman Anuradha Desai explained the decision by questioning Allardyce's record, but Nelsen has given that perspective short shrift, and has also impressed on Venky's the need to bring some clarity to proceedings.
When asked if Allardyce had been hurt by criticism of his record, Nelsen told the Daily Mail: "In all honesty I don't really think so, do you? It would have hurt him if someone who knows the Premier League had said it.
"The criticism has come from people who have never played under him, never been in his position or have never played in the Premier League. People who really know realise what a top manager he is. I don't think he'll be losing any sleep over it.
"I've spoken to Sam and he's as bewildered as anyone. We all are here. I think the whole country is, to be honest. Listen, I have no problem with any owners doing anything, it's their club. But when you make a monumental decision like that - and it's the biggest decision any club can make - you like to think there's a back-up plan.
"We as players know nothing about what's going on. The staff know nothing. The Premier League isn't easy - it's as tough as it gets in any sport. And it would be nice when you're down in the trenches fighting to get a bit of communication. We've had other managers at this club but it's always been handled professionally and smoothly. But this was out of left field."