Another possible reason could be that the rockets (even if they had fuel) weren't powerful enough to lift R2-D2 in the gravitational field ot Tattooine (which, being a rather large planet, is likely to have relatively high gravity).
If In remember Attack of the Clones correctly that scene took place on an asteroid or planetoid, thus in low gravity.
Rockets powerful enough to lift an R2-D2 in 1G (1 Earth gravity acceleration) - and it's quite likely Tattooine had higher than that - would be rather large and bulky.
Thrusters for (near) zero gravity to propel the same mass can be a lot smaller and thus easier to fit into a droid.
As the R2-D2 was designed for use in zero gravity primarilly (space ship maintenance and repair, etc...) the designers aren't likely to have designed it with atmospheric flight in a high-G environment in mind.