Because as professionals, it's their job. What other profession lets you retire from just the bits of your job that you don't fancy doing any more? If your boss asks you to do something, you either do it, or you come to some sort of compromise.
Now to be fair, I'm sure in a lot of cases, the player and the manager actually have had that "compromise" chat, and agreed that the player might as well retire because he's not likely to be picked much any more anyway. So I suppose my beef is that I'd rather they just came out and said that when that's what's happened, rather than painting it as if it was all the player's idea and how gutted the manager is that he's retiring.