Actually I think rum is the coke of spirits.
No rum goes in coke
Not my rum! While any spirit can be diluted with mixers of various types (and if that's your preference, more power to you), I prefer my to drink my spirits (including rum) straight and undiluted. Of course, that presupposes quality spirits. If you think rum needs to be consumed with coke, I'd suggest you try some of the aged rums such as Zaya (probably my favorite rum).
As with my beer, I like my spirits with flavor. Probably why single malt is my drink of choice. I understand that cocktails can provide a different range of flavors, some very enjoyable, but my personal preference is almost always for straight, aged spirits sipped slowly & appreciatively.
Even when drinking cocktails or mixed drinks, my preference is for one that presents (and tries to compliment) the essential flavor & nature of the spirit - rather than covering it up with overwhelming sweet flavors. As such, when mixing a rum drink, I'd much prefer a dark rum with club soda & lime as opposed to rum and coke. Each to his own, but I've found that those who prefer mixed drinks generally don't really like the essential flavor of the spirit they're drinking. I do, and therefore a cask strength Islay whisky with a drop or two of water is the perfect mixed drink, IMHO.