The nun HK (possibly Gunko) is right there beside Imu to guard them, and the summary text tells us that Rocks knew "what he can't do" which is probably vanquish Imu entirely for whatever reason. So assumingly Imu is well protected.
And if you recall correctly, MG is cordoned off in multiple sections. One section is explicitly for the CDs city (where the revos attacked), one is for Pangea Castle where all the Kings for Reverie dwell (where Rocks made his entrance and kidnapped 5 of them) as well as Imu's flower room, and the two remaining parts are entry points from either side of the Red Line entrance bondolas.
It could stand to reason that Rocks' entry was by way of some subterfuge (ability?) that didn't incur any damage on the CD city side because he was sneaking through PG castle, and only when he was fleeing did he cause massive damage, but by which way would he be fleeing? Wouldn't he and Harald be making a break for the exit bondolas? And the Admiral would be coming from there too, no? So if they don't tromp about in the CD city then it could stand to reason the HK didn't have to step in to defend it.
But if they did decide to go through the city because Oda forgor where the entry and exit bondolas were, then seriously what were the HK doing.
I'm trying to map out the routes they could take in my head and I'm too stupid to see a reasonable route going
through the city rather than the two outways that wouldn't prompt the HK to step in.