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 of Tatooine (which, being a rather large planet, is likely to have relatively high gravity).
If I 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 Tatooine 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 primarily (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.