Temperament and intelligence.

Rhinoceroses are extremely aggressive and largely unpredictable. While both rhinoceroses and elephants can and will kill you, it’s much, much more likely with rhinoceroses.

You can, to a degree, reason with elephants—they’re instinctually social, much like we are. Rhinoceroses are not—you will be unable to reason with one before it shoves its horn into your abdomen and sends you flying.

Here’s an old thread on the same topic with a much more thorough answer from u/MesozoicStoic.

The answer linked to above is excellent, but I would like to add a bit. Rhinos are solitary and territorial animals, what look to us like herds are usually temporary associations due to limited water or food supplies. They are unsuited to domestication due to their solitary nature, long gestational periods, small number of calves (1 every 4-5 years), and general orneriness. I worked in a zoo with a captive breeding program. Even with modern tools and techniques handling rhinos is extremely dangerous and does not have a high success rate. Their sight is poor, and when frightened or startled they respond with fury.

To make the question more in depth, I would ask if there were any use of unsocial animals like the rhinoceros?

Were there any animals that were leashed or caged and then pushed into/unleashed on the enemy? Attack dogs comes to mind (?) And what's the history of using unleashed attack animals?