They don't give it alternate hosting, they actually link to your site, they just do it in a frame or something like that so that their navigation is at the top of your site.
Also, it's not necessarily them "grabbing" your site. Anyone can add a comic there, so anyone that knows of your site can add it to Comic Rocket. Most comic listing sites actually work like that.
As for not being able to claim your comic, yeah, that's been a problem for a while. I had problems with my comic for months, but they finally fixed it a couple weeks ago. Seems they had a backlog of comics that needed to be checked and their crawler was hung up for a while. They eventually got it fixed, but I had absolutely no communication from them until after the problem was fixed despite trying to contact them many times. So, yeah, their communication sucks.
Try checking your comic listing again. If your problem still hasn't been resolved, check this link
and see if your comic is on there. If so then they'll get to it eventually, it might just take a couple months.
Communication problems and slowness aside, I think it's a pretty good site. Most of my comic's traffic actually comes from there.