Why wont players just retire already?

there's some players who know when to retire, like Greg Maddux and Mike Mussina. and then theres players that wont like Griffey jr, and Pudge. Brett Favre in the NFL. why cant they just retire already? dont you wanna retire before you get terrible? thats what Maddux and Mussina did. i understand that they love the game, but cant they just quit?