Actually, for people like Rick, Rocky's reaction indeed greatly exceeded their expectations.
From the beginning, they had never intended to target Rocky clandestinely, as if Rocky had nearly figured out who was targeting him. Initially, Rick and his associates wanted Rocky to know the formidable enemy he was facing because the more he realized this, the more he would comprehend the futility of his resistance and the easier it would be for him to give up. However, they never anticipated that Rocky's reaction would be so fierce and radical, continuing to vehemently deny the obvious despite knowing that many were out to get him.
Even more surprisingly, his obstinate denials indeed did harm to others, which now made things difficult for everyone, especially Rick.