I think that pro athletes are in general, type a, extremely driven people, it is how you make it at that level. To leave the sport you spent your life on, is forever, and if you know you can still play, most do not want to go. Brady is still damn effective and even at 45, is well below the average retirement age of any other profession.
You have to know as well, that you will NEVER do anything as cool as play QB for an NFL team-- the rest of your life.
I get it.