Collection rotation problem

I have all objects (7) in one collection. No one is parented. All object have Transform location and rotation set to 0 and scale to 1. All objects have origin set to geometry. I want to rotate all objects (collection) in Z axis but now i have something like this:

Do you know some good tutorials explaining the apply Transformations, origin and deltas?
When I think I understood this, it turns out that i dont :confused:

Do you have Pivot Point set to Individual Origins or Median Point?

I try both. Only when i rotate on X axis rotation is ok.