Shape layers aren’t actually just the size of the shape, like if you made a new solid and it was 80×120 the anchor point would be at the center of that solid. Shape layers are the size of the entire comp size. So the anchor point isn’t for the actual shape, but the full layer size. Imagine you created a full solid, and could place your shape on it somewhere, the anchor point for the full solid is your anchor point. So when you centered that shape, you were moving the full shape layer and it’s anchor point isn’t at the center of your comp. It’s rotating at the 0,0 anchor point, it’s just that the anchor point is at 690.5, 462. You can fix this by rotating from within the shape layers transformations.
Also, you can go into your edit/preferences/general and check “Center Anchor Point in New Shape Layers”. Then it won’t matter where you create the shape layer, the anchor point for the full layer size shape layer will be in the center of the shape you created.