I think this is a bad idea. I want Xee to show what is actually stored in the file, not a transformed version of it. If it showed the rotated image instead of what was actually in the file, you might for instance upload it on the internet thinking it looked all right, only to find that it shows up rotated the wrong way, as browsers don't care about the EXIF data. Preview does this, and I don't like it at all.
Pressing Command-A actually modifies the data in the file to turn it the right way up (losslessly, of course).