FIFA has sent a letter to all competing nations at the tournament starting later this month asking them to focus on the football and not become involved in a number of social and human rights issues which have been raised since the country was awarded the event 12 years ago.
Thousands of migrant workers are alleged to have died building World Cup infrastructure while homosexuality is banned in Qatar.
England captain Harry Kane will wear the OneLove armband in support of the LGBTQ+ community at the World Cup but Klopp said it is wrong to ask participants to make bold statements when he believes there has not been enough questions asked over the decision to award the World Cup to Qatar in the first place.
"We all know how it happened and how you can still let it happen and there is no legal thing afterwards?" said the Liverpool manager, who stressed he would be taking a holiday rather than going to the World Cup.
"It has nothing to do with Qatar, they won the World Cup, but the minute you put it there all the things that followed it up was clear and everyone that was involved should have known.
"And we later talk about human rights and people have to work there in circumstances that were, to say it nicely, 'difficult'.
"You could not play there in summer because it was pretty hot. And there was not one stadium in Qatar, or maybe just one, so you have to build them.
"The (stadia) don't just (appear) and all of sudden it is, 'look at the new stadium'. It is not Aladdin with the wonder lamp.
"It can make you angry, how can it not? Again, I watch it from a football point of view and I don't like the fact that the players, from time to time, get in a situation where they have to send a message.
"You (the media) should have sent a message, and not that it was in Qatar, but about the circumstances. And there, we are guilty.
"And now you tell players they have to wear this armband and if you don't do it you are not on their side or if you do, then you are on (the other) side.
"The other guys (FIFA) say, 'please don't make political statements'. It's not OK.
"No, it is footballers, it's a tournament and players go there and do their best for their countries."