This is caused by an optimization, when computing the bounding box of the transformed segment. Basically, there are two ways to compute it:
1) Trasverse each one of the transformed vertices of the segment mesh. This is precise, but slow with high poly meshes.
2) Compute the bounding box of the original mesh, rotate it and then compute the bounding of this box. This is much faster, but less precise.
Since the bounding box must be calculated multiple times, for efficiency reasons we use option 1 for the Segment node, and 2 for Transform operators.
How to fix it:
a) Apply the rotation in the Transform options of the Segment node. This approach is precise but faster, because only is calculated one time (when segment is prepared).
b) Fix gap manually, applying a negative padding in the Transform node.