The fullback was sold by Brentford last week to VfL Wolfsburg.
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Norgaard told Viaplay: "He changes at a time when he had momentum with us. He started some matches and played at a high level.
"But the story shows that there was no guarantee of playing time when everyone is ready, which is why I understand his desire to try out for a new club."
Jensen also said: "He's insanely stable. You can always count on him, he plays pretty much all matches and is never hurt. He is probably one of the best defenders I have played against if you look at one-on-one situations.
"Of course I'm sorry, but I'm happy on his behalf."