(1) Creating square with gradient horizontal gradient fill:

(2) Rotating square layer with 45 degrees, gradient fill does not get rotated:

I know there may be a problem to transform gradients if you do some non-uniform transform on layer (like shearing or any other transform than rotation and scaling), but in case of uniform transforms all fill and stroke gradient directions should be IMHO transformed.
BTW. Also I think the Fix Layer layer context menu item should be called Apply Transformation as it is what it does, rather than "fixing" anything