First let me explain that PM does not normally modify the pixels in a file, even for rotation. If you rotate a photo, this is a "soft" rotation, meaning no pixels were modified and only a "rotation tag" is updated to tell the software showing the photo to draw it rotated.
I think the issue here is that your scanner does not write the rotation tag in the Exif table (which is not surprising). If they did, then PM would simply update the rotation value in this Exif tag. If the tag is missing, PM will still rotate the photo visually (temporarily in memory), but it cannot "stick" because there is no rotation tag to update in the file itself.
I assume these are JPEG files? If so, then try (soft) rotating the photos, then select all the photos that have been rotated (you will see these have a "soft rotation indicator" in the thumbnail), then go to Tools menu, and choose the command Apply Rotation to JPEGs, then OK. This will do a lossless rotation of the JPEG file, actually modifying the layout of the pixels (but not the pixel values), and then the image is now "hard rotated" and it will stick.
HTH!
--dennis