After Chelsea's exit from the Champions League last month, Fernandez told ESPN that he did not know whether he would remain at Stamford Bridge next season.
The 25-year-old Argentine joined the Blues for what was a British record transfer fee of £107m in January 2023 and has made 161 appearances.
Rosenior said the midfielder has been dropped for Saturday's FA Cup quarter-final against Port Vale and the Premier League fixture against Manchester City on 12 April.
"It's disappointing for Enzo to speak that way," Rosenior said.
"I have got no bad words to say about him but a line was crossed in terms of our culture and what we want to build. As a character, a person and a player, I have the utmost respect. He's frustrated because he wants us to be successful.
"In terms of the decision, it's not all about me, or the sporting directors. The ownership, the players, we are aligned in our decision.
"The door is not closed on Enzo. It's a sanction. You have to protect the culture, and in terms of that, a line was crossed."
However, in a more recent interview, he said he would "like to live in Spain" and that Madrid reminded him of Buenos Aires.
"A lot of this stems from a difficult 10 days in terms of results we have had - probably the most difficult for me as a player or manager."
Chelsea lost four successive games between 11 and 21 March, including an 8-2 defeat on aggregate in their Champions League last-16 tie with Paris St-Germain.
Defender Marc Cucurella also made suggestions that his future could lie elsewhere, opening the door to a return to Barcelona, although he clarified that he was "happy" at Chelsea and would prefer to wait a "few years" before moving on.
"The players were motivated that we could do something really special in the Champions League," Rosenior said.
"The comments from Enzo and Marc Cucurella's interview both stem from that. It actually stems from a good place where they want the club to succeed.
"But in those moments, we need more emotional stability as a group of players."
Rosenior said he spent 30 minutes talking with Cucurella on Thursday and believes the Spain international is "fully committed".
Chelsea have won 10 of their 19 games since Rosenior took charge in January, losing seven and drawing two.
They sit sixth in the Premier League and are six points behind fourth-placed Aston Villa in the race for a Champions League spot.
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