Aside from what was mentioned, a big problem with rockets is gravity loss. They don't just have to accelerate to get to the speed they want, they also have to accelerate an extra 9.8 m/s2 to overcome gravity every second they're in the air. Think about it, just for a rocket to hover like a Falcon 9 requires 9.8 m/s2 of acceleration. That's a lot of wasted fuel.