My explanation is based on Sakurai's Modern Quantum Mechanics book (Sec 3.2 on neutron interferometry). I have taken Planck's constant and $c$ (speed of light) to be 1.
The classical rotation operator about a direction $\hat{n}$ about an angle is
$D(\hat{n}, d\phi) = 1- i (\vec{J}.\hat{n}) d\phi $,
which suggests that for spins, it should be
$D(\hat{n}, d\phi) = 1- i (\vec{S}.\hat{n}) d\phi $,
which leads to the finite angle version of the rotation operator about the z-axis as
$D( \hat{z}, \phi) = \mathrm{exp} (-i S_z \phi) $.
Now, let's consider space to be filled with a magnetic field $\vec{B}$ pointing in the z-direction so that the Hamiltonian can be easily seen to be (if you remember lessons from classical electrodynamics)
$H = - \omega S_z$,
with
$\omega = e B/(m_e)$,
which means that the time evolution operator for this Hamiltonian becomes
$U(t) = \mathrm{exp} (-i H t) = \mathrm{exp} (-i S_z \omega t) $,
which can be seen to the same as $D( \hat{z}, \phi)$ with $\phi = \omega t$.
So, here is the take-home point. An electron kept in a magnetic field pointing in the z-direction keeps on getting continuously rotated about the z-direction (the direction of $\vec{B}$) as time passes (since $\phi= \omega t$). We cannot rotate the electron spin in the old standard way in which we rotate tables and chairs by moving them around.
Indeed, it has been experimentally verified that a rotation by $2 \pi~(4 \pi)$ gives the negative of (same as) the original state, using neutron interferometry. See the above-referenced book for a more rigorous theoretical explanation and the mention of this experiment.