The 37-year-old, however, went out to bat with a black armband on day one and wore it during the entire test.
“They (ICC) asked me on day two what it (black armband) was for and told them it was for a personal bereavement,” Khawaja said at the MCG on Friday.
“I never ever stated it was for anything else.
“The shoes were a different matter, I’m happy to say that.
“The armband makes no sense to me.”
Khawaja was confused by past incidents of players displaying messages but not being punished by the ICC.
“I respect what the ICC (says) and the rules and regulations they have,” Khawaja said.
“I will be asking them and contesting they make it fair and equitable for everyone and they have consistency in how they officiate.
“That consistency hasn’t been done yet.”
Khawaja gave thoughtful answers when explaining why he wanted to display the messages on his shoes.
The left-hander said he doesn’t have “any agendas”.
“What I wrote on my shoes, I thought about it for a while,” Khawaja said.
“I made sure I didn’t want to segregate different parts of the population; religious beliefs and communities.
“I wanted it to be really broad because I’m speaking about humanitarian issues.
“The reason I’m doing it is because it hit me hard.”
Khawaja said he had felt supported by Cricket Australia and its chief executive Nick Hockley during the saga that started on the eve of the Test summer.
“When I’m looking at my Instagram and seeing innocent kids, videos of them dying, passing away, that’s what hit me the hardest,” he said.
“I just imagine my young daughter in my arms ... I get emotional talking about it again.
“I don’t have any hidden agendas, if anything this brings up more negativity towards me.
“I don’t get anything out of this.”