That is a very interesting question and one can go deep into the woods with that, not everything is known about this question. There are two distinct effects at

That is a very interesting question and one can go deep into the woods with that, not everything is known about this question. There are two distinct effects at play here, computational cost and learning efficiency. A brutally shortened response would be that searching for non-axis aligned splits in the nodes can be very expensive CPU wise. This addresses the first effect at play. Applying a random rotation on the other hand is quite cheap. The second effect at play is that ensembling loses its power when you optimize over oblique splits because of lost diversity. It comes down to a trade off.