Tottenham Hotspur defender Rose admitted that the rest of the players were "shocked" after the decision, but said that such moves are a part of Southgate's attitude towards the job.
"I definitely didn't expect the manager to drop him against Slovenia and as soon as we all saw that we knew that that gaffer was not somebody to be messed around with," the full-back said.
"He's dropped arguably one of the best England players ever and the top goalscorer as well. It was a huge shock for all of us, especially when Wayne announced that he was retiring.
"His first camp, he didn't employ certain people. You know he has this nice side to him but at the same time he has a side that you don't want to cross. It literally is buy into what he and his coaching staff believe or he won't choose you."