If we have a physical object, then infinitesimal rotations have commutative behaviour while finite rotations have anti-commutative behaviour. I find this very intriguing as to why as we take smaller and smaller actions the actions start becomes commutative whilst for large actions it's not. So, due to this phenomena rotations become vectors as when we take differential rotations.
Reference from a physics book 'Fundamentals of physics' by Resnick, Halliday, Walker:

They don't.
(I will use essentially the same expression as Chrystomath's answer, but express the conclusions differently.)
Call the generators of rotations around $x$ and $y$ axes $X$ and $Y$, respectively, and consider rotations by angles $\alpha$ and $\beta$ The noncommutativity of two rotations $e^{\alpha X}$ and $e^{\beta Y}$ is expressed by the commutator $[\alpha X,\beta Y]$ (and higher commutators) in the Baker-Campbelll-Hausdorff formula, and for noncommuting elements, this is never zero.
What is true is that in the limit of rotation angles going to zero, the commutator goes to zero faster than the individual rotations. However, this is analogous to a first-order expansion of a function, $f(x+\epsilon)=f(x)+\epsilon f'(x)+\frac12\epsilon^2 f''(x)+\dotsm$. In the limt $\epsilon\to0$, the second-order term vanishes faster than the first-order one. In that sense, you could say that "locally, all functions are linear", but that is a misleading way to express the first-order approximation.