In very basic terms, overly simplified, but easy to understand your body has two responses to foreign things in your body.

to something in the body and it's all chemistry based. Essentially if it's organic or something that reacts like organic material the white blood cell will either devour and eliminate or produce chemicals to breakdown and or trigger body responses like fever. At the cellular level if it's organic it's food and a threat, and threats need eliminated and food needs to be eaten. The cells in the body just have a secret handshake in the form of proteins (if I recall correctly) that tells others they are friends not food. (Though sometimes other cells like bacteria and viruses also know the handshake and can sneak around with it.)

The other "response" is to do nothing and let the body grow around it. Usually for small inorganic items that get stuck in the skin this means getting trapped and delivered to the surface of the skin for removal. If it's small enough and in the muscle/organs it will make its way to the blood to be filtered by the kidneys. (Think kidney stones) And if it's in an opening, the body relies on mucus flow to remove. In these scenarios the cells aren't doing anything specific to remove it. Just keeping the "defenses" running, and it gets caught for the ride.

If a doctor fixes a rod in your leg it will be of a material known to not make the body react, it will be too large to flow through your blood stream, is too deep for the skin to remove, and not in an area with mucus flow. (Or designed to prevent mucus flow from removing it like an IUD.) The body doesn't have any concern or ability to remove the item it just grows over it.

Another way to look at it is by treating the body like a very large city.

Getting a glass sliver in your finger is like a plane crashing in your neighbors' yard. That's small enough for the city take care of. People will dismantle the plane and houses to trash. leaving the lots open for new families to buy and build up, and after a while you would never be able to tell anything happened.

A leg rod would be like the grand canyon opening in the road. The city isn't going to start all the work it would take to fill it back in, re-infrastructure, and get ready for families and businesses. It will just build around and over it. The city can still thrive, but there is no doubt what happened.