empty gameobject does not rotate

I am about to ask one more dumb question so please excuse me for this. I am trying to rotate an empty game object (I want its axis not to be perpendicular with the world’s, that is). Now if I open an empty project and put an empty game object in it, and rotate it with the rotation tool, it looks as it is rotating but if I click on another game object and click back, the game object’s axis look again in the old direction. (Same when I try to rotate it programmatically, with LookAt or eulerAngles or anything.) Why??? Is this a bug?

It would be important for my setup for the game object to look in the right direction.

I’m not having that problem. … Do you have the “Global” button at the top left area of the editor clicked and set to “Local” so you can see that objects local rotation ?