I am running it on a Nokia Lumina 920. Just converted from an iPhone (now belongs to the wife)
Shame the app doesn't take advantage of the gyro hardware, and rotate the map like the ios version, but apart from that it's good.
I still have the original WP7 app on my phone, as well as the newer "Geocaching Live" app for WP7 (they put out a new app, rather than an update), and you are correct, the map doesn't rotate on either one. Not that I ever even knew it rotated on Iphone.
There was a little icon in the bottom left I think it was, which when click orientated the map to where you were facing.
Fantastic little option which I sorely miss.
I have had my 920 for 2 weeks yet, but thus far the weather has not been up to caching. Hopefully tomorrow