The rotation pivot is always in (0,0,0) of local coordinate system. When you import objects from external file, they hasn't any initial transformation (even if they look like). So in order to rotate an object around pivot of your choice, you have to translate the object so that pivot is in (0,0,0) of parent object, then rotate it and translate it back:
Note that Rotate and Translate has to be used instead of Set Rotation and Set Translation (which clear transformation)