The promising 21-year-old attacker sealed a shock deadline day switch to La Liga having been told by the Rovers boss that he was not guaranteed a starting role.
Appleton told the club's website: "The lad knocked on my door yesterday afternoon and said he wanted to leave.
"For as much as you want to try and keep players at the football club, maybe he was frustrated that he thought he might not get regular football or didn't think he was going to start every game, which no player has a right to.
"At the end of the day, when you have a player knocking on your door saying he wants to leave the football club, I'm in a position now as the manager of the football club I want players who want to play for Blackburn Rovers.
"If there are any players in the squad who don't want to play then they know where my door is always open."
Rochina arrived at Ewood Park from Barcelona B in January of 2011 on a four-year contract.
Meanwhile, Rovers will be without forward Josh King for up to eight weeks after scans revealed further damage to his hamstring.