Quite simply /setworldspawn will not take in count the angle you put when submitting in chat (not tested in server console)
You will always spawn facing south !
Checked the level.dat file and the angle is there as seen in the screenshot below.
Just so you know this was discovered in 1.16.2 but has been tested again in solo 1.16.3
Thank you for your report!
However, we are already tracking this issue, and this report is a Duplicate of MC-200092, which is a report that has not been resolved yet.
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