Rotated component placement in Altium
The gray rectangle under the selected component is just a visual indicator that you currently have this component selected. It's just a simple, automatic "box" Altium places there. You can not select, edit or modify this gray indicator box in any way. (At least i don't know any, and i've been working with this tool since 1998. Maybe you could set some parameters in the vast forest of Altiums configurations to hide it or change the appearance, but it would not make much sense to do that imho.)