The 24-year-old centre-half was told he was surplus to requirements by Millers boss Steve Evans in the summer and left to join Paul Sturrock's Shrimpers, who make the journey to New York Stadium this weekend.
"The manager there said to me that he wanted to make his own signings and I wouldn't be his first-choice centre-half," Cresswell told Press Association Sport. "I always thought that was a bit harsh, he never gave me the chance to prove that I should have played. But managers make decisions and he wanted to bring his own players in.
"It came as a shock if I am honest. He said in his first interview that he wanted to build a team around me and then two months later he said that I wasn't going to play every game for him and I could leave so that seemed strange.
"Whether I agreed with his decision on that is another matter, but I took it as a football decision and it was nothing personal, I got my move and I am playing.
"I don't think I have got a point to prove coming back. People have seen what I can do, I know personally what happened in the summer was a bit of a shambles really, but I am a Southend United player and I am proud to represent them."