Why Redhat 8.6 is supported and Rocky Linux 8.6 is not?

Probably related to end of life / support for Rocky being different than EOL/EOS for RHEL. RHEL extended it further

It’s worth noting that while Rocky is built for compatibility with RHEL, there are still differences in the distributions that require separate testing. That is to say, testing that something works on RHEL does not mean it will work out of box on Rocky. 

Similarly, many more deployments with older versions of RHEL as RH offers extended support offerings. Rocky may as well (did not check), but vendor support cycle for the distribution also plays a factor.

In short, it’s best not to treat them as the same as there are many considerations beyond ‘bug for bug compatibility’ between Rocky and RHEL.