Maximally entangled states are said to be rotational invariant should a rotation be applied to both particles. That is (for some rotation operator $R$):
$$(R \otimes R)|\phi\rangle = e^{i\delta}|\phi\rangle$$
Let us take the EPR state:
$$|\phi\rangle = \frac{1}{\sqrt{2}}(|+\rangle|-\rangle - |-\rangle|+\rangle)$$
$$(R \otimes R)|\phi\rangle = \frac{1}{\sqrt{2}}(|n;+\rangle|n;-\rangle - |n;-\rangle|n;+\rangle)$$
We know that $|n;\pm\rangle = \cos(\theta/2)|+\rangle \pm e^{i\psi}\sin(\theta/2)|-\rangle$. When you work out this calculation you get:
$$(R \otimes R)|\phi\rangle = \frac{1}{\sqrt{2}}(\cos(\theta/2)|+\rangle + e^{i\psi}\sin(\theta/2)|-\rangle \otimes (\cos(\theta/2)|+\rangle - e^{i\psi}\sin(\theta/2)|-\rangle) - (\cos(\theta/2)|+\rangle + e^{i\psi}\sin(\theta/2)|-\rangle) \otimes (\cos(\theta/2)|+\rangle - e^{i\psi}\sin(\theta/2)|-\rangle)$$ $$= - \sin(\theta)e^{i\phi} \left( \frac{|+\rangle|-\rangle - |-\rangle|+\rangle}{\sqrt{2}}\right)$$
The $\sin(\theta)$ is not a phase term, is is a re-normalization term. Granted, even if you renormalize the system you get an equivalent state, but then $(R \otimes R)|\phi\rangle = e^{i\delta}|\phi\rangle$ should be $(R \otimes R)|\phi\rangle \propto e^{i\delta}|\phi\rangle$. Is there something that I am misunderstanding in this rotation operation?