You’re not the only one who’s been bothered by this. In fact, I asked a question in GQ ages back, about why a car accelerating 0-30 along the deck of an aircraft carrier already going at 30 ends up with four times the KE of one accelerating 0-30 on land. Assuming the same amount of energy is required each time, it looks like some energy has materialised from nowhere!
In fact, that is not the case. The extra energy comes from the aircraft carrier, which has to do extra work to prevent the accelerating car from slowing it down. After all, your tyres were pushing back along the deck to accelerate the car, so they were exerting a force to decelerate the carrier as the car accelerated. Or another way to look at it is that the carrier does slow down infinitessimally, and the KE it loses is transferred to the accelerating car.
Part of the problem arises from changing frames of reference. Kinetic energy isn’t absolute - it’s only relative to other objects. You personally have an impressive KE relative to the Sun, but a trivial KE compared to the chair in which you sit. You can regard yourself as stationary or moving as fast as you like - all that matters is how fast things are moving relative to you. This is a tricky concept because we’re used to energy being absolute - a stretched spring, a charged battery, a tank full of gas. But as far as KE is concerned, your “zero” is arbitrary, same as with potential energy. Only changes are important.
If you want to work out how much energy it takes to bring your car from 0-60, normally you assume the car starts off stationary. But what about the rotation of the Earth? What about the motion of the Earth around the Sun? Shouldn’t you actually be working out how much energy it takes to bring your car from 60,000 mph to 60,060 mph? And if you do work that out, it turns out to be some colossal quantity that makes no sense at all.
You don’t actually have to worry about this, and can treat the Earth as a stationary frame of reference, for exactly the same reason you can treat the moving aircraft carrier as a stationary frame of reference. If you treat it as rotating, then the car affects the rotating Earth as it moves, and you find you get the same answers anyway - the “extra” KE comes from the infinitessimal changes in the Earth’s rotation caused by the car pushing on it as it accelerates. Relative to the Earth, you find the KE change works out the same.
You have to apply the same thinking to rockets. Rockets don’t just accelerate themselves - they accelerate the reaction mass they spit out the back. Starting from zero velocity, the rocket is stationary and the reaction mass comes out at its exhaust velocity, say 4 km/s relative to the rocket. After accelerating for some time, the rocket is doing 40km/s and the ejected reaction mass is actually merely slowed down to 36 km/s in the same direction. The additional KE needed to accelerate the rocket at 40 km/s, compared with accelerating it at 0 km/s, is balanced by the “slowing down” of the reaction mass.
Proper physicists will be cursing my name at this point, partly because I used the term “decelerate” (and even worse, “slowed down”) when they use “accelerate” for any velocity change, and partly because they are quite happy to switch frames of reference at their convenience and make all the fiddly stuff disappear. As an example, in the rocket equation (scroll down to “Energy”) they treat the accelerating rocket as the stationary frame of reference even as it accelerates so after a period of acceleration, the rocket is “stationary” with “zero K.E.” and all the work done by the rocket engine has gone into accelerating the reaction mass.