Rosberg became the first reigning champion to quit since Alain Prost in 1993.
Bolt, who has amassed 20 Olympic and world titles in a sparkling career, is himself due to retire next season at the age of 31, having competed at one last world championships in August in London.
But the Jamaican was left as stunned as the world of motor racing by news of Rosberg, who became the first reigning champion to quit since Alain Prost in 1993.
"No, I can't understand," said Bolt, who won three gold medals (100, 200, 4x100m relay) at the Rio Olympics for a third consecutive Games.
"Everybody has their reasons for everything, but I really don't know.
"I guess he felt like he has gotten what he wanted.
"I think he said he had never won a championship and that's what he wanted. If you accomplish your goal, there's no reason to stay around. That's what you wanted, you got what you want, just move on."
But Bolt dismissed suggestions that he could have hung up his spikes after taking his Olympic medal haul to nine golds in Rio.
"For me this year, after the Olympics when I really achieved my goal, it's mainly for the fans," he said.
"It's my last opportunity. I really wanted to do next season just to say goodbye to the fans and go to my favourite places where I love to run."
Bolt scoffed at ideas that he might take some time off and return in time for the 2020 Tokyo Olympics.
"I've discussed this with my coach, he said: 'Do not retire and come back to the sport, don't ever do that'," he said.
"You've got to make sure you're sure to retire. That's why he always tells me to take it one year at a time, to make sure I'm ready.
"For most athletes who leave the sport and come back, it never goes well.
"If you leave track and field, put weight on, pretty much do no form of running, to come back from two years of doing nothing to compete again is not going to be the same."
Bolt said retirement at the age of 31 was wholly acceptable.
"Not to brag or anything, but a lot of people at 30 have not accomplished what I have accomplished. I've done all I've wanted to," he said.
"(Legendary US 200 and 400m runner) Michael Johnson ended his career at 32 and he accomplished a lot, so I'm going to end my career at 31, that's pretty good."
Bolt said his focus for the 2017 season would turn to the 100m, adding that he was "really not worried about world records".
"It's going to be hard to get the 200m world record," he said.
"That's something I missed out on. It wouldn't be a regret because no one would have thought I could run 19.19, not even myself. It was something that was possible and I missed out on it."
IAAF president Sebastian Coe has made no secret of his idea to co-opt Bolt to continue the towering Jamaican's involvement in track and field.
But Bolt said there had been no discussions about what capacity that would be in.