Rocco alive or dead would instantly be associated with Michael—he was listed as a caporegime in the FBI chart shown at the Senate hearing.
Everyone on the planet would know that Roth was whacked on Michael’s order—at that, not long after he narrowly missed being exposed as America’s top mob boss at the Senate hearing. And, if Rocco had been captured, he'd have been charged with Murder One and face the death sentence. That would raise the risk that Rocco--perhaps embittered by taking a fall for Michael--might finger Michael to save his own skin.
Rocco was listed by Pentangeli as a caporegime in Michael's family, but after the hearings turned out to be a major fiasco due to Pentangeli, he was deemed an unreliable source. Therefore, law enforcement could only presume that Michael was behind the murder of Roth.
Jack Ruby was also proven to be an associate of the Chicago Outfit and New Orleans boss Carlos Marcello. Yet he is believed (at least officially) to have been acting on his own. And so even though law enforcement knew of Ruby's association with Marcello, they have never arrested Marcello in relation to the murder of Oswald simply because there wasn't any substantial evidence other than speculation.
As part of the tradition in the Corleone family, Rocco was probably assured that his family would be taken care of, in case he would be killed or captured. This would prevent him from becoming a government witness.
