Problems with rotations

I am having trouble with relative rotations… what am I missing here:

If an actor is looking in the direction of world X+, rotating a component within that actor using a “set relative rotation” node with the component as target, and applying a change in pitch gives the expected result (the component rotates around world Y). But if I then yaw the actor to Y+ direction, and apply the SAME set relative rotation (a pitch) to the component, this time the component rotates around World Y AGAIN, instead of the expected world X. So my pitch has become a roll.

What have I missed here? I was expecting the reference frame used by set relative rotation to rotate with the whole actor, so it wouldn’t matter where the actor is rotated to, a relative rotation of the component would be relative to the actor only, but this is clearly not the case.