Because he keeps breaking the fourth wall
All four walls of the room are made of hollow cinder block, but three of the four walls are reinforced with rebar and cement filling rendering them unbreakable.
Utterly confused, the rhinoceros studies the room for a moment and then tries ramming into the first wall to get itself free, but is stunned to find that it won't budge because it is reinforced and completely solid.
The rhinoceros shakes it off and tries ramming the second wall to knock it down, but only managed to break off a few small crumbs because it, too, is reinforced.
In a total daze, the rhinoceros tries ramming the third wall, but then falls over unconscious from trying to ram yet another reinforced wall.
After a few minutes, the rhinoceros regains consciousness and slowly pulls to its feet. Both exhausted and completely unable to withstand ramming another reinforced wall, the poor rhinoceros sinks its head in failure and has all but given up hope.
...but then, with a sudden stroke of genius, the rhinoceros stands on it's hind legs, clears its throat, and asks you, the reader,
"Should I try breaking the fourth wall?"
