So… The reason a rifle recoils is because of the air in front of the bullet… And the water it has yet to hit in the head of a shill?
Mass resists a change in velocity on any vector. That resistance to a change in velocity is the 'equal and opposite' reaction. The gas resists the acceleration and pushes against the chamber to ultimately push against the rocket. This is why F= 1/2M x V^2. Half of your energy went into what is called the reaction mass.