I don't get why its that surprising. Jeff Saturday was offered a job here he didn't take it and unlike Manning played for another team half a season and chose to retire here after it ended. Some players don't want to rock the good standing they already have. Its a cutthroat business. If you succeed great if you don't you are out the door and past accolades mean very little.
If Manning doesn't think something would work out he wouldn't do it(broadcasting, politics, joining the 49ers)
People just want to put him somewhere when he probably doesn't have an idea what he wants to do just yet.