MLS has namely the rule that you are penalized, in the form of a suspension, if you decline the All Star match without an approved reason.
The league will now talk to Inter Miami to get an explanation for why the two former Barcelona players declined the match.
Both Messi and Alba have a history of injury problems in the near past.
The All Star team, which Messi and Alba thus will not be part of, will play against the Mexican league's counterpart in Austin, USA.
Inter Miami is fifth in the eastern conference in MLS. Earlier in the summer, the team participated in the World Championship for club teams.