The 28-year old has made 18 appearances for the Latics this season, but he has found himself out of Roberto Martinez's plans in recent weeks and was allowed to move to Ewood Park until the end of the season.
Jones has suffered defeat in both of his appearances since the switch but he says he is thankful to Martinez for letting him leave Wigan.
"The manager listened to my thoughts. In a way, he did me a favour by letting me go when he perhaps needed some cover," said Jones.
"He listened to what I wanted and what was best for me. The opportunity came and I was very eager to take it so I'm happy it went through."
The former Wolves midfielder came off the bench to make his Rovers debut in Saturday's 3-2 defeat to Peterborough, but he says he was pleased to be back playing football again.
He said: "It was a very surreal couple of days with the loan being pushed through quite quickly. I was delighted to get some game time and I was just disappointed with the result.
"I train really hard and prepare myself well. You want to be playing on a regular basis and, in recent weeks at Wigan, I haven't done. After having a chat with the manager, I felt it was a good decision and a good opportunity to come to such a good club."