In Sketch you always have to switch to the rotate tool which I find kind of annoying. Is there a way to get this behavior in Sketch?
You can press the cmd key while hovering on a corner of a box to make appear a rotation cursor instead of a resize icon and then apply a rotation on it by moving your mouse (it might be the same behavior as the one in Illustrator).
Here's a gif from this article that shows you can also hold shift (while still holding cmd to apply a rotation by 15° each time you drag your mouse.
You can also click and then drag the box that contains the rotation value in the inspector panel (on the right) to quickly apply a rotation on an object without hovering it.