Well obviously it's still in his head, he ended his season there without a chance for a GC podium or a win. You can't just let that go as Fred did, who himself said was already cooked at that moment and was just happy to be there. He didn't lose anything.
I don't want to put words in other mouths but my impression of the whole ordeal is that Primoz was speaking about respect. You have a guy who made a selection of 5 riders out of a whole peloton, doesn't ask for help as he is fighting for the GC win to gain as many seconds as possible. Well, you give that guy some extra space/care aka respect in situations like that to avoid exactly what happened at the end.
I get what you are saying, in a rather old school manner: "show some respect lad!" Yielding to "his maesty" and voluntarily not going for the win doesn't count, however, when "his highness" misjudges the tragectory and, on the backfoot, runs into you from behind at full speed ahead.
So long as Wright didn't make an infraction while surging ahead, which he didn't, unfortunately Roglic has got nothing to complain about, except unwisely trying to get back on terms in a sprint he could not win. And this after his job was done, having made the move stick as he did. And so, if he want to contest the sprint as well, should have either positioned himself better to do so in the slipstream of the others (which was never likely, because he had to keep forcing the pace until the end or else lose time on the chase), or else, as all prudence suggested in the position in which he actually was, accept the time gained by the break and settle for safely crossing the line without bonus seconds in the wake of the others. His error was wanting it all, but he could not keep the pace up AND be well positioned for the sprint. Now a more thorough analysis would contemplate if the time the break would have lost had he opted to position himself better for the sprint, been greater or lesser than the time gained in bonus seconds had he won the sprint. Obviously, he wasn't in a clear enough headed position to make such calculations. Yet if he thinks Wright should have just sat up and done nothing for his own chances of winning, well that's just arrogant.