Reds boss Kenny Dalglish tried to take the former Feyernoord man to Anfield on loan in the January transfer window but was unsuccessful as the Italians were unwilling to let him go.
The Dutchman was thought to be interested in a switch earlier this year but claims to have rejected a move away himself, in favour of staying and learning at the San Siro.
"Even if I am not a starter, I can learn a lot from training every day with world class footballers like [Wesley] Sneijder, [Diego] Milito, [Esteban] Cambiasso and [Javier] Zanetti," Castaignos told Inside Futbol.
"This is the main reason why last January I turned down every option I had to move on loan to another club."
The 19-year-old striker has played just six games for the Serie A outfit this season but scored the winner in their 1-0 win at Siena in November.