If 4 rotations are specified, they will be used at random on generation, so approx 25% facing any direction, and it will rotate properly. If 1 rotation is used, they will all point the same way, but when you rotate, the rest of the map buildings rotate but the church wouldn't. Hope that makes more sense.
Most churches do point East, but enough don't for me not to worry about it. Examples I can think of are Liverpool Cathedral and All Souls London, both of which point more or less north.