How to rotate several parts with respect to origin without changing its (x,y) coordinates in KiCAD?
Rotating a group requires selecting the group first.  Note here I am selecting right-to-left which selects everything that touches the selection box.



Then apply the rotation



Result:




Edit

To answer your comment, let's say that your reference footprint is at 50,50 in x,y and you would like to rotate your group of footprints 10° about the grid origin, keeping the footprints aligned with the radial.

To do this, start with the same procedure as before and select the group you wish to move.



Next, use the same move command as before but this time enter the coordinates of the top left pad in your selection into the x/y boxes



Next, change the coordinates type to "Polar".  This will change the values from 50/50 to their equivalent r/theta values.  Now, since you are rotating the group by 10°, you need to adjust the radial position by -10°.  I have also selected "Override default footprint anchor" otherwise, the default anchor will be the center of the group.