Rotation around x axis seems to rotate around z axis and vice versa

I’m following the active ragdolls tutorial from GitHub - sergioabreu-g/active-ragdolls: Active Ragdolls in Unity and trying to understand how its rotation works. When I specify a rotation around the X axis, it appears to pivot around the blue-colored axis; when specifying a Z axis, it appears to pivot around the red-colored axis. Y rotation works as expected

Video to illustrate issue: unity-axes.mp4 - Google Drive