Van Wagenen says Cespedes' agent called and informed the team of his decision near the end of the game.
Cespedes is safe and healthy.
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Earlier, during the New York-Atlanta game, Mets broadcasters said they had learned from the team that the club did not believe Céspedes' safety is at risk.
Cespedes, 34, served as the designated hitter for Saturday's 7-1 loss to the Braves, going 0-for-4 with two strikeouts.
He was not listed in the original lineup for Sunday's game, which began at 1:10 p.m. ET.
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Cespedes had been out of the lineup for almost two years before Opening Day of the pandemic-shortened season due to a string of injuries to his feet and legs, including a broken ankle after a tumble at his Florida ranch in a supposed run-in with a wild boar.
He had served as the Mets' designated hitter in eight games this season.