He beat a dude in the street of a foreign nation... why shouldn't they hold him? Would you think it was ok if Swedes came here and started beating random people in the street and just got to go home?
+1 Here.
Even if there was an altercation on both sides, it's understandable that both are going to be hold. It's a minor charge, and something that will lead to the two of them being released.
Lets not just let the rich get away with whatever they want though. Rocky shouldn't be able to get into fights in the middle of the street with no consequences at all just because he's wealthy, American, and a rapper.