My opponent blocks my creature with a Rhox, and instead of dealing damage to the attacker, would prefer to deal that damage to me. Does Rhox's ability work that way?
The same ability can also be seen on cards such as Thorn Elemental.
Unfortunately the answer is "no". The text on these cards, and others like them, is
"this creature may assign its combat damage as though it weren't blocked"
It's obvious what this means when the creature is attacking - if it weren't blocked it would deal damage directly to the player.
When blocking, it's academic whether "the creature may assign its combat damage as though it weren't blocked". The only permissible place to assign a blocker's combat damage, ever, is to the creature it's blocking. As such, Rhox and Thorn Elemental's special abilities have no effect while they're on defensive duty.