I think that this has been like that since forever. xfig tells you "invalid
rotation for this compound object".
So really not a bug; maybe a missing feature.
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I'm aware that you cannot rotate compounds which INCLUDE an object that
cannot be rotated by arbitrary angles; this is probably what you refer
to, but it is NOT the problem.
The problem is that you CAN rotate the compound if it stands alone, but
as soon as an object OUTSIDE this compound is drawn