Good question. One possibility, as has been suggested, is that Rocco wanted to prove his personal loyalty to his boss. Michael, the ultra-manipulator, put Rocco on the spot: after brutally putting Tom down for possibly thinking about leaving the family, and for suggesting that it would be impossible to kill Roth, Michael instantly turns to Rocco and says, "Rocco?" How could Rocco say, "Nah, Mike, I agree with Tom--can't do it." Another possibility: Rocco could not be sure that any of his men, seeing it as a one-way mission, would take it on.