After all, Wie has yet to win on the women's tour and has never made the cut on the PGA Tour.
Wie, who is managed by her parents, was listed in qualifying for the Women's British Open at Sunningdale. But she pulled out and instead has a sponsor's exemption for the Legends Reno-Tahoe Open at Reno, Nev. It is her eighth PGA Tour event.
Sorenstam is playing in her final major before she leaves golf at the end of the season. She is chasing her 11th major and 73rd title. She made a brief foray on the PGA Tour but questioned Wie's decision to duck a women's major.
"Well, we all have different agendas in life," Sorenstam said. "I had a wonderful experience and, when I look back on my career, I will always think about that. I think it was really a turning point in my career and as a person.
"I really don't know why Michelle continues to do this. We have a major this week and, if you can't qualify for a major, I don't see any reason why you should play with the men."
Alfredsson is coming off a victory at Sunday's Evian Masters at age 43. She has doubts about the advice that 18-year-old Wie is receiving from her parents.
"I feel kind of sad for her," Alfredsson said. "I think she's a very good person. I feel sad for the guidance that she seems to not have in the right direction.
"She was so good a couple of years ago when she finished second a few times. I'm sure if you put yourself enough times in that position then you can deal with it, and I think it's how you become better. That's how you learn to win."
Wie's last appearance on the LPGA Tour was at the State Farm Classic two weeks ago. She was disqualified for failing to sign her second-round scorecard after being a shot off the lead going into the final round.
"I think the exhibition time for her is over," Alfredsson said. "We have got some great, great players on the LPGA right now. Obviously, Morgan [Pressel] has won and Paula Creamer is a fantastic player and you have a bunch of young Koreans.
"I think, if she wants to be a golfer, she should really concentrate on being on the women's tour and dealing with them and learning to win. Winning is what we are out here for, but I just don't see the interest really on being on the men's tour. I thought she had quit that idea but obviously not."
Pressel's only LPGA Tour victory is a major, last year's Kraft Nabisco Championship. Creamer has won three tournaments this season and seven in total.
"I don't know why you'd want to pass up playing in a major, especially the British Open here at Sunningdale," Creamer said. "But she goes a different path and that's not the path way that I've taken."