This is because your Monthly services have a different name than the Weekly services, which triggers the preferences to not carry over, including team rotations.
- Go to the Service Times pane
- Edit the service with a different description and delete that description
- Create a new schedule
- The rotations will be included as expected. You could then manually edit the monthly service to enter the description again.
Alternately, you can edit the Service Times pane so that the "Replace coinciding weekly service (if any)" option is checked. This will treat your monthly service as the weekly service of the same time.