Yeah, he doesn't tend to respond directly to noise about him being tit at football, or stuff that's purely about his personal life very often (although he did eventually indirectly respond to the Emily Atack rumours).
But he is sensitive to criticism that makes him seem unprofessional or not committed to his job or the team. So he tweeted (and spoke in interviews) to clear up he volunteered for a penalty in the Euro final, and same for the suggestions he was too drunk to function/out of control/letting himself go during his summer holidays.
It matters to him that his professionalism isn't misrepresented.