Are you sure you are rotating it the right way? For some reason, HTC developed Sense to only rotate so the Home/Menu/et cetera buttons are on the right side. It is kinda annoying until you get used to it. Don't really know why they designed it like that.
i have noticed that if you have a large custom image as your desktop that the auto rotate function of the keyboard can be slow or delayed when you are in an app. also the stock google search widget does not seem to rotate to landscape.