Can't Rollback Alter Database Statement DDL Trigger

Recently I created a DDL Server-scope trigger using the following:

create trigger stop_alter_database on all server
for ALTER_DATABASE
as
rollback;
print 'database change stopped by stop_alter_database';
go

Then I ran the following script:

alter database [test] modify file (name=test', maxsize=2028mb);


The result was:


Msg 3609, Level 16, State 2, Line 1

The transaction ended in the trigger. The batch has been aborted.

database change stopped by stop_alter_database

The problem is that when I checked the max size of the data file it had changed. So, the statement was never rolled back. Is there something I'm missing because I can't find any documentation or articles that state the inability to rollback alter database statements. Whats going on?