Once Ego shows up to rescue the Guardians before dividing them by offering help, and the Sovereign hire Yondu and the Ravagers to kill them all as retribution, it becomes clear that Rocket’s mindless theft was simply a plot device. And as it turns out, gets half of the universe blinked out of existence. Rocket had made them all enemies of an empire over one unwise score, and the impact of his treachery soon drives the entire movie. They know, as any normal person would, that the Sovereign will be instantly in pursuit, rightfully looking to kill these two-faced outlaws after they honored the deal. Once the normally-thinking members of the Guardians (Peter and Gamora) discover that Rocket robbed their wealthy, proud, advanced, and honorable employers, they're as outraged and panicked as any non-cartoon would be.
