This question already has an answer here:
Assume there is a rocket with 10 kg of fuel in a large empty space without any external forces such as gravity.
Rocket burns 1 kg of fuel and gets a $v_1$ velocity gain. Now it is moving in $v_1$ constant speed.
Then it burns another 1 kg of fuel. If the rocket gains $v_1$ velocity gain this time too, the kinetic energy gain of the rocket is higher this time since the velocity of the rocket is $2v_1$ and kinetic energy is proportional to the square of the velocity.
Since the state of the rocket in both times it burned fuel is the same for an observer inside it (first time it was not moving, and the second time it was moving in constant speed, which is effectively same as not moving, if there is nothing around for a reference), I cannot see any reason why the rocket cannot get the same $v_1$ velocity gain. So it appears that the kinetic energy gain is higher the second time.
So, would the rocket gain a higher kinetic energy the second time?
If the rocket gains a higher kinetic energy at higher speed, let's assume the rocket got accelerated to a very high speed by some external means. Then at this very high constant speed, rocket starts accelerating by its own by burning fuel. The kinetic energy gain may even exceed the total energy contained in the burned fuel. How can this happen?