Remy looked poised for a switch to Anfield, but the move fell through after it was reported that the Frenchman failed a medical due to a heart issue.
However, the 27-year-old, who has since joined Chelsea, says that he remains puzzled as to why he is not a Liverpool player.
The former Queens Park Rangers striker told the Daily Star: "I did not understand myself. A problem during the medical examination? I do not know. They put it, that must be it."