Rose and full debutant Callum Hudson-Odoi were subjected to monkey chants at the end of the impressive 5-1 win, while earlier abuse led Sterling to celebrate the final goal of the night by pulling out his ears in front of the home fans.
Wright, working as a pundit for ITV, does not think the governing body hand out sufficient punishments to countries whose supporters abuse black players, calling the sanctions “embarrassing”.
“You have got to protect your players, they will probably go to UEFA and they will fine them a pittance amount as a deterrent,” Wright said.
“Nothing will happen and we will probably get the same thing here at some stage again or somewhere else in Europe because they don’t do enough to stop it.
“We will continue to have to speak about it because the fines and punishments handed out by UEFA are embarrassing, they are no deterrent at all, nobody has been deterred from doing it.
“I agree with Gareth (Southgate) when he says that there are certain countries in and around Europe that are not as diverse as we are, we have got our own problems, but at the same time we are trying to do something about it.
“That is embarrassing, I feel for Danny, I feel for Raheem.
“It’s 2019, it shouldn’t be happening now, but UEFA aren’t doing enough to stop it so it will continue.
“They don’t think it is important enough, otherwise they would (stamp it out).”
Anti-discrimination charity Kick It Out said expulsion from tournaments should be considered as a potential punishment.
They tweeted: “Disgraceful to hear racist chants directed at black @England players this evening.
“As we’ve argued countless times, it’s time for @UEFA to take strong, decisive action – fines won’t do.
“Extended stadium bans or tournament expulsion are what’s needed.”