You wouldn't think that termites would be attracted to rocks. Unfortunately, using rocks outside the house does present the potential for termite infestations. Termites are not after food when they show up under rocks. It is the moisture level that is sustained in the soil beneath the rocks that attracts termites. Termites, like any living thing, require a certain amount of water to survive. This explains why you'll find termite infestations in gardens as well as around plumbing and water lines outside the house and inside.
The most likely termite to invade a home using rocks outside the house is the subterranean termite. These termites nest underground and extend their colony by building tunnels beneath the soil. They are attracted to moist soil in particular, and once they find a suitable location, they will continue to forage and extend the colony. Above ground, they build mud tubes to protect themselves as they venture out, and in this way they can move from rocks outside the house to the house itself, usually through the foundation. In this way, termites gain access to the structure of the home and begin to spread from there.
Wood and moisture are what termites are after. You should remove all loose wood and other cellulose-based materials, such as paper, that are close to the house. Excessive moisture can be avoided by regulating watering schedules, extending rain gutter downspouts farther from the foundation, and adjusting the soil grade to allow drainage of any water away from the house.
It is always advisable to have a licensed, professional termite company inspect your property and recommend treatments and corrective measures to take in order to remove current termite infestations and to prevent new ones. You may consider trying another approach to your landscaping look instead of rocks, although it should be noted that wood mulches also attract termites.