De Gea, 34, and United parted ways in the summer of 2023.
The Spanish goalkeeper was then without a club for a year before last summer he moved to Fiorentina .
Since then, De Gea has found his way back to form in Serie A and teammate Gudmundsson finds it difficult to understand United's decision not to keep hold of the goalkeeper.
"It's absurd that Manchester United decided to let someone like him go," said Gudmundsson after their Europa Conference League win against Panathinaikos.
"He is a fantastic guy, a very humble person who I talk to about everything. On top of that, he played eleven years in the Premier League and won many titles.
"He is the best goalkeeper I have ever played with in my career, and it is fantastic to share the pitch with him. We are talking about a top player."