The Swans played out a goalless draw with Southampton in their opening Premier League encounter – without the services of star midfielder Gylfi Sigurdsson, who is a the subject of interest from Everton.
Southampton were in the same situation as they omitted wantaway defender Virgil van Dijk from their squad as he tries to force a move to Liverpool.
Speaking after the match, Clement said while he was happy to have picked up a point, he can’t but feel for the fans, and doesn’t understand why the transfer window remains open when the season kicks off.
He said: “What would be a better situation would be if the transfer window closed before the start of the season.
“I don’t really understand why it goes to the end of August.
“I know there’s talks about that changing in future. And that’s my opinion that it should do.”
Swansea have been linked with a move for Stoke’s Joe Allen.
Clement continued that he expects Sigurdsson to leave, but that a deal is yet to be struck.
He added: “I’m not going to speak about incoming players.
“The only situation that’s important at the moment is the Gylfi Sigurdsson transfer situation.
“If that does go through then we can start acting on potential targets. I want to do that kind of stuff in private until there’s something certain.
“There’s a situation where both clubs have not agreed, there’s a difference of opinion on the valuation of the player. But I don’t think it’s far away now.”