Repro steps:
1) Open ShurikenRepro project I attached and particle_rotation_problem.scene
2) Try rotating the children particle system(which is sub emitter for the parent)
3) Notice the particles are emitted to the same direction when stopped rotating
4) Unchild the child Particle system and try rotating and emitting it
5) Notice the particles are emitted in the proper direction

Expected behaviour: you can change the emission rotation of a child subemitter

Workaround: unchild the child subemitter

Reproduced in: 5.4.0b11; 5.3.4f1; 5.2.4f1