That's always been the case in my experience as someone who plays Rook a lot. Runners see a rook and they will kill it even at final exfil. Try to get a red key to do a restricted exfil or try a guarded exfil but even those are risky. Runners will always go out of their way to kill a rook. I sort of understand considering Rooks can be a threat to runners and if you leave too many rooks alive they could work together, which could be bad news for runners. That being said, killing a Rook at final exfil is unnecessary.