Technically, the site is displaying Rhydon's learnset accurately. The issue is that the detailed egg moves page does not display Rhydon's Gen 2 learnset; instead, it displays its Gen 7 learnset. Rhydon can't learn Rock Slide by breeding in Gen 7, so it is absent on the page. Rock Climb is not the issue, the names are just similar.
I don't blame you for the way you interpreted the listings though, as it's definitely confusing that the link on the Gen 2 page forwards to a Gen 7 list. I'm not in a position to do much about it though, as the site is run by another person (who'll likely see this thread and address it himself when he's able).
For now, there are other resources on the net which can help with past-generation egg move compatibility. According to this, Rhydon can inherit Rock Slide from Larvitar, Pupitar and Tyrantiar in Gen 2.