I don't think it has anything to do with the interrupt action to run away. First, because that action still doesn't have a roll involved, and second, because it wasn't printed until Run & Gun, while missiles/rockets are in the Core book...
However, I think it might be that Missile/Rockets are meant to still be dodged. Missiles and Rockets usually explode on impact, and personally, I think Rockets are generally slower than bullets. If you can dodge a bullet in the SR rules, why not a rocket?
Thinking conceptually, it seems pretty standard for a rocket/missile fired at a plane, and then have the pilot pull off some maneuver to try and shake the rocket. That's a thing, right?