It's because of EXIF data in the picture. The picture is not really rotated, but its orientation is defined in the EXIF. Happens with images taken with phones/cameras.
Grav cannot read it yet. I almost got it working but there are some changes needed in the Image library we use, which we have no control upon. I proposed the changes, but they have not been merged yet: https://github.com/Gregwar/Image/pull/109
The best option now is to remove the EXIF data from the image, rotate it, and then upload it.