I disagree - I think the Retro Squad rides are pretty obvious that they're only temporary, therefore it doesn't really matter if they look out of place as they're not sticking around forever. At the end of the day, the Retro Squad rides are built to be travelling rides, and Alton Towers have not tried to theme them to the area to hide this fact. Rocky Express however, was built to be a permanent ride. The theme doesn't suit the area, and retheming Rocky Express would be an expensive ordeal as the trains would need to be rethemed and the theming piece in the middle of the ride would also need to be changed.
Of course, neither of those things need to be changed but Rocky would stick out like a sore thumb there - and the difference between Rocky and the Retro Squad rides is that at least Alton have the excuse of "They're only temporary, so who cares if it looks out of place?!"
Also, almost certainly if Zodiac was taken from Thorpe and redirected to Alton, someone would've spotted it and posted about it. Someone would've spotted it being dismantled and taken out of Thorpe, someone would've spotted it on the back of a truck being hauled half way up the country, or someone would've spotted it arriving at the Alton Christmas event. But they haven't.