The glib answer is that it’s easy: just keep pushing the rocket upward!
The actual answer isn’t that far removed from the glib, however - just like a real rocket has to maintain thrust or else it will not go to space today, so does your simulated one. This recent post discusses a similar related question.
Setting linear velocity is a one-off effect, after that the forces in the simulation will affect the frame by frame instantaneous velocity. You can set the velocity directly each frame if you want a constant velocity, or you can apply a constant force each frame to get constant acceleration. Your choice for your needs!
hTH