Everyone has been telling you the same thing, again and again. The system, rocket and ejecta, does not move in the sense that the center of mass stays in the same place. Of course, you can't "see" the center of mass. What you see is the exhaust, or ejecta, moving very fast in one direction, the rocket itself moving more slowly in the opposite direction. Of course, if you are talking about "inside the rocket" then you are not talking about a "closed system" because the exhaust, that starts inside the rocket, is shot outside.