A visibly angry Ferguson said the incident was "embarrassing" afterwards given he said on Friday all his players would be wearing the shirts and stated ominously that the matter would be dealt with - "don't worry about that".
It is difficult to see what financial sanction could be imposed in such circumstances, which instead points to a private dressing down for undermining Ferguson's authority.
Yet Ferdinand clearly feels passionately enough about the situation to stand his ground, which raises the potential for future problems.
Ferguson is not one for backing down in such situations, so evidently some delicate discussions lie ahead.
But Anderson, who became England's first black international when he played against Czechoslovakia in 1978, does not feel the United manager should have been put in such a position.
"I don't agree with Rio," Anderson told MUTV. "You can see the manager was fuming and clearly he didn't know anything about it.
"He expects his senior boys to set an example. He is the manager. If he says we are all doing it together, it should be the end of the story.
"But Rio has gone the other way. I don't see where he is coming from and I don't know what it is going to achieve."
Anderson suffered awful racial discrimination, at a time when it was commonplace for bananas to be hurled at players from the terraces.
Such occurrences do not happen in England these days.
However, there is clearly annoyance with the Football Association for what is perceived to be the lenient manner in which John Terry has been dealt with over his racist taunt at Rio's brother Anton Ferdinand.
And just days after England Under-21 star Danny Rose was subjected to fearful abuse in Serbia, Anderson feels it is time for the game's authorities to clamp down hard.
"Uefa or whoever the governing body are should be more stringent with the fines," he said. "Some of the fines are bordering on being pathetic.
"The Kick it Out campaign is very good. They are doing their best to alleviate this problem. But it has to come from a higher source.
"Rio has made his point but it is the higher echelons, people like (United chief executive) David Gill, who are on all these committees.
"In one instance the fine was £40,000. It is a nonsense. If it was millions the associations would soon react to it and say we don't want these people in the grounds.
"With CCTV we could have them out completely."
Anderson's issue with Ferdinand's refusal to wear a T-shirt yesterday is that it breaks a collective attitude amongst the players which he believes is the only way to get genuine progress.
"The Kick it Out campaign has the backing of the PFA and the LMA, and it is through them that you make your point," he said.
"You have to stick together. It can't be fragmented. If it's not working, you do something about it. But we haven't got to that stage yet."