The 32-year-old walked away when he was asked about his Wales future following the round of 16 defeat by Denmark.
“For me it was better not to say anything and concentrate on the job in hand,” said Bale.
“I never planned to finish. Like I said before, I just wanted to concentrate on the Euros and didn’t want to explain myself.
I didn’t feel like I needed to. I still don’t feel like I need to.
“No matter what I said I was going to do whether I was going to stay, leave, retire or whatever, I think it would have caused a big and annoying story and a distracting story.”
Bale is accustomed to questions about his future, having been the subject of much scrutiny during his eight years with club side Real Madrid.
His time at the Bernabeu looked to be at an end last season when, out of favour under then manager Zinedine Zidane, he was loaned back to Tottenham Hotspur.
But now his first boss in Madrid, Carlo Ancelotti, has returned for a second spell in charge, Bale has found himself back in favour.
He has started all three of Real’s La Liga games so far this season and scored in last month’s draw at Levante.
“I’ve always had a great relationship with Carlo, but it’s always the same – you have to perform to get in the team,” said Bale.
“I had a good pre-season and start to the season. It’s one of those things in football. You have to play well and perceptions change quickly.”
Bale has enjoyed a glittering career with Real Madrid, winning four Champions League and two La Liga titles among many other honours.
He also played a leading role in Wales’ historic run to the Euro 2016 semi-finals before helping his country qualify for what was only their third appearance at a major tournament at this summer’s delayed Euro 2020.
One significant thing missing in Bale’s list of career achievements is playing at a World Cup, while he is also only three appearances away from reaching 100 caps for Wales.
“Of course I want to play in a World Cup for Wales, not just for myself but for the country as a whole,” he said.
“I think it would be an incredible experience for the nation. We’re obviously fully focused on trying to do that.
“We’ve got another important game tomorrow [against Belarus] and in terms of the caps, every player would like to get to 100 caps.
I know I’m very close and it will be nice if I can get it done.”