Hmm, I don't think either term really describes your example.
A rhetorical question is a question asked to make a point rather than to get an answer. Usually no answer is called for, and the question is more of a statement phrased as a question. Like if Al told Bob that this was the wrong road, and Bob took this road anyway, when it became clear that they were lost Al might ask, "So why did you take this road?" or "Didn't anyone tell you that this was the wrong road?"
Or my always favorite rhetorical question: "Is there really any point in asking rhetorical questions?"
A Socratic question is a question mean to lead the other person through the thought process to reach a conclusion. The person asking the question typically already knows the answer. He is not trying to gain information but to force the listener to think. For example, a teacher might present a student with a math problem, and then ask, "So which method of integration would you use here?", "Why did you divide the left side by x but the right side by x squared?", "What does it mean when you divide by zero?" and so on.
Often the goal of a Socratic question is to point out a logic flaw in something the other person has just said. Like, "Why do you assume that all Germans are Nazis?" In this type of case, the boundary between a Socratic question and a rhetorical question gets fuzzy. Still, I think there is a distinction. With a Socratic question, you are still expecting an answer. You want the student to say, "Well, because ..." With a rhetorical question, you are not expecting an answer. At least, not an answer other than a rebuttal of the premise behind the question, like, "That's not what I said!"
Your example resembles a Socratic question, maybe some would call it that.
I don't know any established phrase that clearly describes this kind of question.