Rockets don't break armour. When they land on armoured moves they only hit once. It would be completely broken if they broke armour like that lol.
On the topic of breaking armour with up rockets, don't try it. The general idea would usually be to land a knockdown, use up rockets, and then time a normal or string to break the armoured wake-up but it doesn't work. I tested it vs Lao at first with his 7 frame spin and then I tested it vs Erron Black's EX sand throw which is 18 frames. Sektor can't get anything out fast enough after he recovers from the rockets which means you will get punished for trying. If you just block after the rockets then you're safe and you can bait a wake-up attack, but trying to beat it out won't work.