It probably depends on the type of camera in question. I have two Canon cameras, one a simple point-and-shoot, the other a bridge camera with a big zoom and a lot more manual control. Both have a fully automatic mode which is intended for idiots, and because the camera assumes you're an idiot, it takes complete control of everything. Both also have a semi-manual mode in which you have some control over exposure, colour balance and, most relevant here, focus - you can switch between normal, macro and infinity. The snag is, if it's set to infinity then you won't get a clear shot of the rocket on the pad or at launch. If you have it on normal for launch and then try to switch to infinity for the sky shot, the rocket may be on its way down by the time you've done so and then re-acquired the rocket in the camera's viewfinder.
Also, when the rocket is that small, you're probably not going to get a very clear picture anyway. You'll get a small, black, sort of rocket-shaped dot. So I tend to leave the camera on normal focus and let it take its chances on the sky tracking shots, then switch to a pre-defined manual mode with fixed exposure setting to try to get a picture of the rocket descending under its parachute. It's now moving slowly enough that I can zoom in, focus properly, and get a decent shot of the rocket and parachute.