Arsenal were held to a 2-2 draw at the Emirates vs Palace.
Clattenburg insists a yellow card to Zaha should have stood.
The ex-official doesn't understand why Sokratis' goal was ruled out.
Martin Atkinson made two controversial decisions after a VAR check. Even the former referee has questions over both episodes let alone fans.
"VAR left me puzzled at the Emirates Stadium on Sunday," wrote in his Daily Mail column. "I'm still lost as to why they got involved to award Crystal Palace a penalty against Arsenal when, in my opinion, Wilfried Zaha clearly dived.
"Referee Martin Atkinson was right to book the Palace man for simulation. He was in a perfect position to make the call, too. Calum Chambers' leg was planted and Zaha threw himself to the ground. Atkinson spotted his ploy and produced a yellow card.
"Then VAR got involved. They told their man on the ground to overturn his original decision and award a spot-kick instead. It was a gift for Palace. Then in the last 10 minutes, Sokratis scored to make it 3-2, only for VAR to chalk it off. Meanwhile, those at home and inside the stadium were left trying to work out why.
"This suggests the system is going to be used differently from now on. Maybe Mike Riley, the head of the PGMOL, is feeling under pressure."