Rockman is the leader of Abysmia.
He is NOT a spy. He is nowhere close to being a spy, other than using what is likely a false identity in 'Rockman".
What Rockman does in the four recorded adventures we have of him is nothing close to what might be considered clandestine operations.
So then the question comes as to why Rockman even has an entry in this compendium.
For that you have to blame the 'narrator' (i.e., the writer/artist of these tales) who chose to place on the title panel of each of the stories in a font larger than even the fellow's name the words "Underground Secret Agent". What was meant by those three words is never explained.
So, who then is Rockman and what are those adventures all about?
Abysmia is "a strange unknown subterranean world, deep in the Earth's ancient, gas-formed caverns!" lying "far beneath the surface of the North American continent". According to a speech the leader of this civilization, Rockman, gives, the ancestors of these people were the "first white inhabitants" of this land, folks who sought the refuge inside the Earth during the Ice Age and who have lived there for apparently thousands of years becoming a very advanced country with pretty neat technology.
With the aid of his 'vibragraph', Rockman has been monitoring events on the surface and has determined that the "great nation" above (that would be the U.S.) was being threatened by war and strife coming from other lands. Rockman wants to head to the surface and "secretly run down these troublemakers". He will don what looks like futuristic garb meets superhero costume and goes after a few individuals with mayhem against America in mind.
In this endeavor, he will go after murderous saboteurs and would-be world conquerors, getting to them via his underground passages to act as an agent of good working in secret. Ah, I see now!