The Denmark Under-21 star left Villarreal for the Blues in a deal worth around £20M in July.
However, the club do have a lot of goalkeepers, including Robert Sanchez who is the no.1 at present.
"The truth is that we didn't want to sell Alex (Sorloth) or Filip," said Roig to AS.
"It was clear to us that we had to make some sales, we didn't foresee those, but in the end it happened because both players were willing to leave and the offers were attractive enough to accept.
"We didn't expect to sell Jorgensen so soon, let alone this year. We knew about his enormous potential and we thought he would leave, but not now. Honestly, and I have made this clear to him and his entourage, I think Jorgensen rushed his decision.
"He had room for improvement and growth here, but his departure was his will. We did not intend to make that sale, but it has happened because he is a great goalkeeper for the present and the future and with qualities that can make him one of the most important goalkeepers in Europe. His departure doesn't hurt me though, football is like that."