I noticed that too now. However, if I want (and I do) the asteroids to move, it needs to be checked.
Lets pick the first option 
Chances are the data in the Script Vector Channel is off for some reason.
First of all, I assume the asteroid particles are moving.
I’ve tried both with moving and non-moving asteroids.
In the screenshot they are 100% still, and then it works by unchecking “follow animation”, as JonathanFreisler mentioned. However, whenever “follow animation” is checked, it is somehow “offset” by a certain amount. I tried again to animate the asteroids, and the rockets still miss by the same amount - and if I play long enough, they turn around and chase past the asteroids in an endless loop (even after asteroids has stopped).
Second, I assume the Script Operator is running on each frame, constantly updating the positions of the moving asteroids to the rockets’ Find Target. Does this sound right?
I guess, I’m no into scripting so I just copied the script which was in your example file, and replaced the events. 
Now, you have the asteroids as meshes. Can you confirm that the Asteroid Meshes’ Pivot Points are centered correctly? Does it look the same when using a simple Shape Operator or Display set to Tick? Just trying to exclude the case where the Shape’s Mesh has a Pivot outside of the geometry and the particle appears offset in PFlow, while being somewhere else completely. (I know you are smarter than that. but just checking).
I’m smarter than that (I think)
But I checked again just to be sure, and changed display to ticks and boxes, and the rockets are still off. Pivot point should be centered to the mesh.
Also, is the Find Target set to Icon or Mesh Objects? If it is set to Mesh Objects and something is picked in the list, all Script Vector positions are interpreted as local coordinates relatively to the mesh instead of world coordinates, which could introduce quite an offset…
Yeah, it’s set to icon. I tried to select Mesh Object, but then it only selected the original asteroid-mesh.