1. I rotate an object
2. I press Ctrl + Z or select Undo Set Rotation from Edit Menu.
3. In the scene view nothing happens, the rotation of the object is not undone.
4. However, if you look in the inspector, you see that rotation values are actually undone.
5. Change slide, and change back. Now you see that the object rotation in scene view also has been undone.

This issue is not with scaling and moving.

Using nightly build, built on Sep 12 2018 14:56:55.