Rockets sometimes do that, turns out it's not as easy as you might think to shoot a rocket into orbit. It would be far more suspicious if rockets bound for orbit had a 100% success rate.

Back to your original assertion, which was that rockets don't work in a vacuum. You're wrong.
You don't even need a vacuum chamber to test this, here's a simple experiment that you can do at home to prove conservation of momentum.

Put yourself in a state of low friction, for example sit in a chair with wheels or stand on a skateboard. Now, pick up a heavy object, and throw it away from you. You will move in the opposite way to the object. This is primary school level physics.

In this analogy, you are the rocket and the object you threw is the rocket fuel. Now, you might think that this only works because the object is pushing off the air or some such bullshit. Well then, why not try it with a much lighter object of the same volume, such as a balloon. You will see that if you throw an gas filled balloon in the same way, you will barely move at all.

Congratulations, you just proved a fundamental law of physics, and subsequently that rockets certainly can work in a vacuum!