Manchester United said the group of fans spoke with manager Ole Gunnar Solskjaer before leaving the training ground.
The 47th edition of the South American tournament will be held in Columbia and Argentina from 13 June to 10 July 2021.
A local fireman who was deployed at the stadium picked the armband after the match and suggested a local sports channel to auction it.
Messi is in the final few months of his contract with the Spanish club and there have been hardly any advancements in him signing a new contract.
Subscribe To Our Daily Newsletter And Get News Delivered Straight To Your Inbox.