Actualy the way it currently works is the point where you drew the first shape is the pivot, but i still like this idea

I support this. For the meantime, though, you can accomplish this by attaching an Object to a Gizmo and rotating the Gizmo instead. Just place the axis of that Gizmo where you want the axis of the Object to be.

Doesn't work with shapes in edit mode, obviously, but you can do this while the shapes are separate and then use Merge to combine.