That does not mean that a rogue planet might not have internal heat or atmosphere or megnetic field. Rogue planets are planets that formed a long time ago, but no star has caught them. Usually such rogue planets are formed within star systems, but are kicked out by other, bigger planets.
It has been calculated that there are billions of such planets around the Galaxy right now. Who knows, maybe there is also life on some of them. Maybe? Surely.