Gravity is not causing object to rotate as I'd expect

I have a rocket I’m trying to launch. I have gravity on the rocket. I apply force as follows:

public class Launch : MonoBehaviour {
    public float Power = 10;
	// Use this for initialization
	void Start () {
        // Apply force to the newProjectile's Rigidbody to launch in the direction it's rotated at
        float x = Mathf.Cos(Mathf.Deg2Rad * transform.rotation.eulerAngles.z);
        float y = Mathf.Sin(Mathf.Deg2Rad * transform.rotation.eulerAngles.z);

            new Vector2(x, y) * Power, ForceMode2D.Impulse);

    // Update is called once per frame
    void Update () {

This launches the rocket in the direction that I have its rotation setup.
This works; I see the object trace a trajectory I expect.
What doesn’t work properly is that the object does not rotate.
I am using a Capsule collider around the rocket, and the RigidBody2D does NOT have Freeze Rotation checked.

Here are the settings:

Here is the start of the rocket - you see it launching at around a 50 degree angle.
Here is the end of the trajectory - you see it hasn’t rotated at all, making it look very unnatural.

(Ignore the Rocket script attached to that prefab; it doesn’t affect RigidBody or physics or anything like that).

This answer worked for me - Realistic rotation of flying arrow? - Questions & Answers - Unity Discussions . Rather than trying to get the physics to work, I just fake it by changing the transform:

void FixedUpdate()
        // Always face the direction of motion. Easier than faking physics.
        // See
        gameObject.transform.right =
            Vector3.Slerp(gameObject.transform.right, rb.velocity.normalized, Time.deltaTime);