I reported my status to the government as ‘retired’ last year on my taxes. I am officially on the ‘retired’ list.
Unemployment figures come from two sources in the U.S - a payroll survey of businesses, and a household survey where they straight up ask people if they are working, looking for work, or not looking for whatever reason.
You can see the details of the latest household survey here:
https://www.bls.gov/news.release/empsit.a.htm
I hope that clears up your confusion.