Would I have done what Rosberg did?
No. I would have continued and would try to beat Hamilton and the rest of the field a second, a thrid, a fourth etc. time. I would try to beat as many records as possible. I growing up watching M. Schumacher setting all those records just wants you to beat them one day.
On the other hand, I'm not a F1 driver. Neither am I 31 y.o. with a family, nor have I spent 25 years of my life to try and achieve the goal of winning the F1 WDC.
Rosberg set his goal of winning one WDC when he was young he fulfilled his dream. If you look at his record he has been steadily improving apart from 2008 and now has won the WDC he cannot climb any higher in F1. He beat Hamilton, one of the best of this generation, he beat Michael Schumacher three years in a row, statistically the overall best driver. He doesn't have anything else to look for in this competition.