This demon always has an excuse for why you can't destroy its rock, even if you specify none of that can happen. Rocker will never let you win. Ever. It will not let you destroy its precious rock no matter what, even if you let someone like Sephiroth eat its rock.
Rocker is very much a prick and will rub its inevitable victory in your face and eat your soul if you lose to it too much. If you manage to somehow destroy its rock, it will have a mental breakdown and become depressed.