The common connotation of "heavier-than-air flight" and "lighter-than-air flight" is that air is the medium in which the flight takes place, and that air is essential for the flight to happen. The science of aerodynamics is necessary for describing how such flight works.
That's not true for rockets. Rockets can fly in air, and a rocket's fins only work in air, but rockets don't have to use fins and rockets work fine in the vacuum of space. Because air is mostly irrelevant to rockets -- and rockets [in space at least] fly by principles that have nothing to do with aerodynamics -- rockets are not typically included in discussions of how "heavier-than-air flight" works.