Álvarez, 26, told ESPN on Monday after Argentina's 2-0 win over Austria that he has communicated his desire to depart the Metropolitano to club management.
"I think the best thing for everyone is a transfer," he said. "I want to fulfil my dream."
The comments landed at Atlético like a grenade, coming with the club having already rejected a €150 million offer from Real Madrid and now threatening FIFA action against Barcelona over what they describe as tapping up a player under contract until 2030.
Félix, who knows the club's methods from his own difficult exit, chose his words carefully when asked by Cope.
"I can't comment much, I don't want to get into it," he said. "But he'll have his reasons.
"Things happen inside that only he knows. There are things that stay between the player and the club. I hope he's happy and does what's best for him."
The Portuguese forward's own departure from Atlético followed months of tension after Simeone decided he had no use for him. A loan to Barcelona followed, then an unsuccessful attempt to extend that stay. He went to Chelsea, spent time at AC Milan, and is now at Al Nassr.
Félix also used his DAZN appearance to defend Cristiano Ronaldo, who scored twice and set up a goal in Portugal's 5-0 win over Uzbekistan. He had faced criticism after Portugal's opening 1-1 draw with the Democratic Republic of Congo.
"There's always noise around him whether he plays well or badly," Félix said. "People always want more from him. How is it his fault if the ball doesn't reach him? He is the best player in the box and you need to give him the ball there. Today he got it and scored two goals."
Atletico Madrid CEO Miguel Ángel Gil Marín confirmed the FIFA complaint against Barcelona on Tuesday, accusing the Spanish champions of lying to the club, the player and the media.
"Barça are disrespecting us," he said. "They think they can walk all over us and that we are weak and stupid." Arsenal and PSG are also understood to be monitoring Álvarez. Atlético insist they will not sell him to either Spanish club under any circumstances short of his €500 million release clause.