Digne is on his way out of the Toffees to join Premier League rivals Villa in a deal reportedly worth up to £25million.
The France left-back has fallen out of favour since Benitez arrived at Goodison Park and the Everton manager last week accused Digne of putting his own interests ahead of the team.
Benitez said: "I have had a couple of conversations with him, he told me what he thought. What do you expect a manager to do when a player tells a manager he doesn’t want to be here?
"I think he was very clear. I want to ask a question to any fan or former player, what [former Everton player] Peter Reid will say if a player doesn't want to be here? He told me what he thought, so what do you expect the manager to do?
"I have no explanation. We are professionals, we are paid big money to do our job. In modern football, maybe the priorities have changed and people think about themselves ahead of the team."
Digne took to Instagram on Wednesday to express his gratitude to Everton fans and made it clear he could no longer work with former Liverpool manager Benitez.
He posted: "Only one year ago I signed a new contract with the ambition of staying in this club for a long time, giving everything for my club, for the development and project, that I believed in – and for the passionate fans.
"My dream was helping the club back to where it belongs. Wearing the captain's armband in some matches always made me proud.
"Everything must come to an end. I just did not expect it to end this way.
"What has happened and some things that was said about me in the last month has made me very sad. But I will not enter a war of words with anyone.
"The club doesn't deserve that, the fans don't deserve that – and to be honest, I don't feel that I deserve that.
"There are so many good and decent people in and around Everton who want the best for this club and not only for themself – and to them I can only say from my heart: I wish you the best!
"Thank you, to all the wonderful, proud and passionate true Evertonians. It has been an honour and a true pleasure to play for you, the fans, the people – because a club does not belong to a player or a manager, but to the fans. I will always carry you with me in my heart wherever I go.
"Sometimes it only takes one person from outside to destroy a beautiful love affair."