I think when I save a bookmark it should save the data frame value along with the scales and extent. I often use bookmarks when setting up projects that will involve hard copy deliverables. By doing this I am able to edit and work with the data at an appropriate scale and still be able to zoom back to my "layout" extent. If i have to change the rotation either intentionally or accidentally I would like to be able to use book marks to go back to my saved "layout" via bookmark.