Luca and Rocco didn't say anything because they were FOLLOWING ORDERS.
Ya know, the honourable lifestyle? Unlike todays dogs.
Indeed, but except for a few fanatics (Luca?), I would imagine that even the most loyal hitman/capo wants to survive.
There are a million other places besides in front of armed police and FBI agents that Rocco could have murdered Roth or arranged to have it done. I was thinking of Puzo's character Pippi DeLena (Last Don) who when faced with similar orders told his son something like (paraphrasing) "
The boss gives me a job. I get it done. But I run the operation. Never let the bosses tell you how to do a job" .
Since Luca prided himself on his widely known singleminded loyalty/ferocity for Vito, both he and Vito should have realized that Luca was the wrong choice for a more delicate assignment.