Here is another trivial argument showing that ##\mathcal U(t)=e^{-i\frac{\omega t}{\hbar}\mathcal L_z}## does not transform the system from the inertial lab frame to the rotating frame. Simply consider the time ##t=0##. Then we have ##\mathcal U(0)=\mathcal I##, which means that the operator transforms from an inertial frame to... the same intertial frame!
On the other hand, if we consider again the operator that performs a Galilean transformation, ##\mathcal G(t,\vec v)=e^{i\frac{\vec v}{\hbar}\cdot(t\vec{\mathcal P}-m\vec{\mathcal R})}##, then ##\mathcal G(0,\vec v)=e^{-i\frac{m}{\hbar}\vec v\cdot\vec{\mathcal R}}##, and we have
##\quad \mathcal G^\dagger(0,\vec v)\vec{\mathcal R}\mathcal G(0,\vec v)=\vec{\mathcal R}##,
##\quad \mathcal G^\dagger(0,\vec v)\vec{\mathcal P}\mathcal G(0,\vec v)=\vec{\mathcal P}-m\vec v##,
which shows that, while the transformed frame coincides in position with the lab frame, it is moving at velocity ##\vec v##. In the case of the above ##\mathcal U## operator, the transformed frame is not moving, since we clearly have ##\mathcal U^\dagger(0)\vec{\mathcal P}\mathcal U(0)=\vec{\mathcal P}##.