Ronaldo appeared to have got United's Champions League campaign off to the perfect start when he scored his third goal in two games since returning to the club on Tuesday night.
However, an Aaron Wan-Bissaka red card helped the Swiss side fight back for a second-half equaliser, before they won the game with a dramatic stoppage-time goal.
Ronaldo was substituted in the 72nd minute for Jesse Lingard, who then saw his horrendous pass back to goalkeeper David de Gea intercepted by Theoson Siebatcheu who slotted home the winner.
During his time on the bench, the 36-year-old was continually seen remonstrating to his teammates alongside manager Ole Gunnar Solskjaer.
Rio Ferdinand insists the returning hero should've been told to 'sit down' - and Keown agrees.
The talkSPORT pundit believes Solskjaer needs to be stronger in dealing with Ronaldo's antics, claiming such scenes would never have happened under club legend Sir Alex.
"He has to know his place, and he needs to take his seat," Keown said.
"I'm pretty certain Solskjaer will deal with that in the right way, he may even encourage it but there's only one manager.
"I don't think under Sir Alex Ferguson it would've got this far, maybe he would have actually mentioned it to him some time sooner, but that's just the player."
Ronaldo has called Ferguson his 'father in football' and the Scot was reportedly key in the five-time Ballon d'Or winner re-joining United.
Keown drew comparisons to Portugal's Euro 2016 final win against France, when captain Ronaldo was seen barking instructions on the touchline after an early injury.
Manager Fernando Santos allowed Ronaldo to stand alongside him during the match, much like Solskjaer did on Tuesday, but Keown believes it could quickly become a negative.
"We saw him do that during the Euros, he got injured early with a knee injury and he was stood up most of the game," he said.
"So they just need to manage that, I just feel like that's just a bit of a negative."
Arsenal legend Keown did talk up the benefits of Ronaldo though, with the five time Champions League winner clearly bringing a boost to Old Trafford after his match-winning display against Newcastle last week.
"I think you've got to look at all the positives that he brings, that dressing room has really just been energised and switched on," Keown explained.
"This is a winner, a serial winner, what he brings to the football club, it must be a joy every day sharing the dressing room with him."
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