Bullet-behaviour has a default property that it rotates the sprite into the direction of movement. if you look the example I upped, it uses Bullet automatic rotation with just 1 animation. Of course it's better to use those 4 animations that are on right directions, but then you need to turn the automatic rotation off.
Very helpful info, I didn't even know that was a property of bullet-behavior and probably would have been scratching my head over it for days.
LittleStain .. I noticed an oddity.. if I take the original and just turn the automatic rotation off, the first movement (if is up or down) seems to be ... Wonky? Like the animation looks ok, but the sprite moves -90degrees what's expected.
I noticed this as well, I fixed it by going into the event sheet and making sure "Set bullet speed" came before "Set bullet angle of motion" in each keyboard event
I don't know how or why this fixes it, though (plus it seems counter-intuitive to start moving *before* changing direction)