Localized heating of a gas by intense laser pulses leads to interesting acoustic, hydrodynamic and optical effects with numerous applications in science and technology, including controlled wave guiding and remote atmosphere sensing. Rotational excitation of molecules can serve as the energy source for raising the gas temperature. Here, we study the dynamics of energy transfer from the molecular rotation to heat. By optically imaging a cloud of molecular superrotors, created with an optical centrifuge, we experimentally identify two separate and qualitatively different stages of its evolution. The first non-equilibrium "gyroscopic" stage is characterized by the modified optical properties of the centrifuged gas - its refractive index and optical birefringence, owing to the ultrafast directional molecular rotation, which survives tens of collisions. The loss of rotational directionality is found to overlap with the release of rotational energy to heat, which triggers the second stage of thermal expansion. The crossover between anisotropic rotational and isotropic thermal regimes is in agreement with recent theoretical predictions and our hydrodynamic calculations.