Zidane confirmed after the game it was because he was close to sealing a move away from the club.
Rodriguez is reportedly nearing a move to Italian side Napoli while Bale has been linked with a mega-money to China.
But Frenchman Zidane insisted "nothing had changed" and it could prove to be Bale's final game for Real.
As per Matt Law from The Telegraph, the 30-year old is expected to collect over £1 million-a-week after tax if the deal is concluded as expected.
But he has not always been universally liked in Madrid, despite scoring crucial goals in two victorious Champions League finals, including a brace after coming off the bench against Liverpool in Kiev a year ago which included a breathtaking overhead kick.
Bale joined the Spanish club for £85m from Tottenham in 2013 in a world record deal at the time.
However, injury problems limited him to 79 La Liga starts in the past four seasons.
"We are preparing the players who are here, then we will return to Madrid". They were also knocked out of the Champions League by Ajax in the last 16.
There is no word as of yet whether Jiangsu will be paying a fee to Real for Bale, or whether Los Blancos will release him from his contract to get the deal done.
Bale would take home an astonishing £1m per week with the Chinese Super League club.
New left-back Ferland Mendy is the latest Real player to be ruled out after picking up a calf injury on the club's pre-season tour of the United States.