i dont get what you mean, but it seems that its like that BECAUSE you froze transformations.
what that does is it sets all attributes(scale, rotate, transform, etc.) to 0, and keeps the model in the same position. this is to make it easier to work with, but it also sets the models axis to the world axis.
in other words it resets the little transformation tools to be aligned with the xyz axes, but it doesnt change how the model has been rotated or scaled, etc....
lets say you have a cube, and you rotate it so that its at about a 45 degree angle. if you freeze transformations, it sets the rotation tool back to 0 degrees, but keeps the model at 45 degrees.
im not sure that made sense, but you should understand most of it, haha