I don't quite understand why you're being so pedantic about this. The earliest reference I could find was from 1987, theorizing that proto-planetary objects could be ejected from a planetary disk and that this likely happened in our solar system due to sling-shotting from Jupiter[1]:
> After Jupiter had accreted large amounts of nebular gas, it could have gravitationally scattered the planetesimals remaining nearby into orbits which led to escape from the Solar System.
But this was purely speculative. It wasn't until many years later that the planet was actually observed.
> After billions of years, I would expect all planets be attached (gravitationally) to a star, shouldn't they?
I am not sure what you mean by that. All planets are formed in disks surrounding a star (or possibly a brown dwarf); rogue planets are planets that were able to escape the influence of that star. It might take billions of years before they get close enough to another star in the galaxy to fall into its influence.
[1] https://ntrs.nasa.gov/citations/19870013947