From the one look of the internals (1:50 in the video), there does not appear to be room to rotate the flywheel axis. That said, I would expect that is where they're headed when they can figure out how to use some of the space more efficiently.
I thought about this possibility, but having 3 flywheels increases the weight, which decreases the maximum angular momentum / weight that could be applied around a given axis. This is, I believe, the relevant quantity if you want to know how far a cube could jump in a different direction.
If the flywheel could rotate on two axes (and spin on the third, presumably), you would still have full control on which direction you apply forces.
