Actually, Mercury does rotate:
For many years it was thought that Mercury was synchronously tidally locked
with the Sun, rotating
once for each orbit and always keeping the same face directed towards the Sun, in the same way that the same side of the Moon always faces the Earth. Radar
observations in 1965 proved that the planet has a 3:2 spin–orbit resonance, rotating three times for every two revolutions around the Sun; the eccentricity of Mercury’s orbit makes this resonance stable—at perihelion, when the solar tide is strongest, the Sun is nearly still in Mercury’s sky.
The original reason astronomers thought it was synchronously locked was that, whenever Mercury was best placed for observation, it was always nearly at the same point in its 3:2 resonance, hence showing the same face. This is because, coincidentally, Mercury's rotation period is almost exactly half of its synodic period with respect to Earth.