My Gamo 3-9 scope rotated the crosshairs also.
During a shooting session I noticed the shots were walking off with each shot. I adjusted windage and elevation to compensate, but then noticed I was canting the gun to keep the crosshairs plumb. Fired a few more to check crosshairs rotating and the gun had to be canted about 10 degrees left to plumb up the crosshairs. Took it off and got a Leapers 3-12 Mini Swat.
The Leapers starting going at about 1000 pellets. The side adjustable AO wouldn't hold adjustment for more than a few shots, then a few hundred pellets later, it got so bad it was too blurry to see anything after each shot.
Now I've got an old Bushnell Sportview 3-9 x 32 on it. So far it's stayed clear enough I can see the Jumbo heavies for a split second at the top of their arc. See how long that lasts.
Paul.