Team spokesman Pervez Mir said the "visibly disturbed" players were not being given enough information about the investigation into a killing which has sent shockwaves well beyond the world of cricket.
"We heard on television that he was murdered, but we've not been officially told and we need to know the reasons for his death," Mir told reporters outside the hotel near London's Heathrow airport where the team were resting before returning to Pakistan.
Jamaican police announced last week that Woolmer had been strangled to death.
The 58-year-old coach was found unconscious in his hotel room on March 18, and declared dead hours later.
His death came just one day after a stunning defeat to debutants Ireland knocked Pakistan out of the World Cup, stirring speculation match-fixing gangs may have been involved in the murder.
Jamaican police made it clear they were yet to find any clear leads, but believe Woolmer probably knew his killer, or killers, as there was no sign of forced entry into his 12th floor room at Kingston's Pegasus Hotel.
Deputy police commissioner Mark Shields has said the team were not considered suspects at this stage, but stressed all lines of inquiry were being kept open.
He told the Times of London he had to let the Pakistanis leave the island on Saturday, since holding them "would have caused a significant diplomatic incident and had an extremely adverse effect on the World Cup."
The team have been fingerprinted, DNA-tested and questioned by police, who called in captain Inzamam-ul-Haq, caretaker coach Mushtaq Ahmed and manager Talat Ali for further questions just before they left.
Mir said the team, who were set to fly on to Pakistan on Tuesday, were looking forward to getting home "after the traumatic experience they have seen in Jamaica and the loss of their coach.
"They are all visibly disturbed, and some of the players have broken down."
Mir also complained about the persistent rumours of match-fixing in connection with Woolmer's strangling.
"When a man has been murdered, to divert a murder inquiry into a match-fixing inquiry, that's not fair, because we have to find the killers, then we will know what's happened," he said.
In Pakistan, foreign ministry spokeswoman Tasnim Aslam also complained bitterly about what she called "very malicious" rumours.
"Our players are already traumatised. They have lost somebody who was very close to them, who was very dear to them, and these speculations and rumours do not help. They aggravate their situation.
"They do not help the investigations as well," she said.
Pakistan Cricket Board chairman Nasim Ashraf insisted in an interview with Sky Sports television that there is nothing "to suggest that there is any corruption involved or any match-fixing linked to the Pakistani cricket team."
Shields has said match-fixing is one line of inquiry and that he has been in touch with Jeff Rees, the chief investigator of the International Cricket Council's anti-corruption unit.
He said he would also look into the betting odds given before minnows Ireland beat former champions Pakistan by three wickets in the Group D match on March 17.
Police were poring over security video from the Pegasus hotel, focusing on the 12th floor.
"It is critically important because it may provide an image of the killer or killers," Shields told journalists in Kingston on Sunday.