I suspect the main reason, other than resistance to change, for lack of investment in rocket artillery pre-WWI is the superiority of accuracy from tube artillery. Until WWI wars were still relatively small enough that industrialized nations could meet artillery demands with conventional guns. There was no threat of artillery factories being destroyed by enemy bombers. Hence only after WWI did armies realize rockets could be a useful alternative.
I think this is bingo. This is the era of the gunnery revolution at sea, and presumably on land as well. Navies went in a couple of decades from assuming that they would fight nearly yardarm to yardarm still, to expecting battle ranges over 10,000 yards. Surely land artillery was showing similar improvement - essentially as it sank in that modern pieces were precision machines. The difficulties of hitting in field conditions were not fully appreciated. But if familiar types of artillery, as improved, could score precision hits over miles, soldiers would be less excited by a weapon that however handy could only achieve area fire, not e.g. knock out enemy batteries.
But there's no reason this had to be. A little clear headed thinking among the military establishment would move things ahead. I think we underestimate the mind-numbing military bureaucracy in the pre-WWI era. Officers were invariably upper class traditionalists who hated change. It took a long time for them to accept breech-loading artillery so you can imagine their attitude toward something completely different like rockets.
Here I disagree! The changes in military tech were just staggering - far more, proportionally, than we have seen in modern times. The senior officers of the prewar years were born around midcentury, and entered the service when industrialization was just starting to hit in military forms. The British Brown Bess musket had been issue from the 1690s to 1840. Until about then you really could not find much on the battlefield that was not a refinement of 16th century tech, and most of it very gradual steady refinement.
What changed dramatically between 1600 and 1850 was the organization, discipline, and supply of armies. The cannon or musket was somewhat improved in design, but if you armed a post-Napoleonic army with arquebuses and sakers and sent it against an army of 1780 with its normal equipment, archaic weapons and modern doctrine would smoke 'em.
So a soldier of the mid-19th century - the guys who taught the cadets and lieutenants who would lead armies after 1900 - simply did not think about improved weapons. Weapons were, pretty much, what they had always been. What you studied was how to deploy them. The Germans didn't win in 1870 because of more modern weapons, but because of new technology far behind the lines, efficient deployment by rail.
Viewed in this light, I think the military leaders around 1900 did amazingly well in dealing with an onslaught of technology that made war radically different than it had been before. You could no longer study Napoleon for anything specific about how to deploy your troops for battle, only for abstract lessons about force and mass in warfare.
My knowledge is mostly naval, and for sure the navy guys did an amazing job of adapting to ships that they would not even have recognized as ships when they were kids.