As the title says.
It is impossible to progress if no rocky asteroids spawn.

That's strange. I'm sat in orbit of Vulcanus now to test and they spawn. They're bright orange chunks.

I'm in Nauvis orbit (I just started the game) and those asteroids don't spawn at all).

Of course not, Rocky is one of the planet-exclusive types.

Orbital debris only spawns in orbit of Nauvis.
Rocky only spawns in orbit and enroute to Vulcanus.
Scrap only spawns in orbit and enroute to Fulgora.
Alien only spawns in orbit and enroute to Gleba.
Fluorite only spawns in orbit and enroute to Aquilo.

I see but then how I am supposed to build a lab that requires stone bricks if I can't get stone?
It's not like I can move anywhere from Nauvis without thrusters

Labs don't require stone bricks? Are you playing with additional mods that change progression?

I got burner labs from AAI industry mod; I'll try to disable it

Okay without the AAI industry mod I have access to the normal science lab which doesn't require stone bricks.

Suggestion:
Add AAI Industry mod to the list of incompatible mods

While technicaly it is incompatable you could just spawn a labor some stone at the start or get a mod that allows for crushing vanilla chunks into stone and remove it as soon as you can move between planets.

Nevel let yourself be limited by unexpected events there is always a way around when modding is involved.

In Spaceblock itself there are four ways(to my knowlage) of getting stone: crushing stony chunks, making molten metals from lava, recycling scrap and refining crystals from aquilo last one being mostly a trace unwanted byproduct. Also stony asteroids are not a good source of stone since they give far less stone per chunk than scrap and quality stone is best made from calcite since ice asteroids are everywhere.