"Had the selectors told me that they were going to drop me, I could have requested them to allow me to play my last Test in Delhi and then announce my retirement, but they did not give me that opportunity.
"A sort of sadness shall always remain in my mind that I was not allowed to retire while playing, but anyway, it's all a part of life for a sportsman, who, while playing, never realises when he should retire, but he starts thinking about it when he is dropped," Sehwag told India TV's show 'Aap Ki Aadalat'.
The explosive batsman made 23 Test centuries and 15 tons in ODIs.
"I would like to ask: Should not a player who has played 12 to 13 years for his country, deserves a farewell match?"
On organisers planning to give him a farewell during the forthcoming Test in Delhi between India and South Africa starting December 3, Sehwag said: "If that is so, it will be good. If BCCI cannot organise, at least DDCA should do. It's not a question of me alone, every player who retires should get a farewell."
The former opener said there should be fixed criteria for selection of players, whether senior or junior.
"If a player fails to perform in four or five consecutive matches, he should be dropped irrespective of whether he is a senior or a junior player," he said.
Sehwag recounted an incident involving Australian player Michael Clarke.
"I and Sachin were batting in Australia. Michael Clarke had been inducted fresh. He was frequently telling Sachin 'you're too old, you can't field, you can't do this, you can't do that'. I went up to Clarke and asked his age. He said, 23. I told him Tendulkar has made more centuries than your age".
The 37-year-old further said, "Had India played two more Test series against Pakistan, I could have completed 10,000 Test runs. I have made 8,586 Test runs. (Could not have played with freedom in present team: Sehwag)
We stopped playing home series or away series against Pakistan since 2006. If you see my batting averages particularly against Pakistan, you will find my batting averages between 90 and 100."
Asked why he had been prolific in his performances particularly against Pakistan, Sehwag said, "It's because of rivalry between both countries in sports. The grounds are always full, and the expectations among fans are high.
This is because Pakistan was earlier a part of undivided India, that's why the rivalry is big and everybody becomes excited."