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Why is the partial derivative of stress in the circumferential direction equal to zero in axial symmetric bodies?

I've come across this phenomenon several times and never found any real reason for this.

When I consider a cylindrical object like a rod, I need to calculate several things. One of those is the stress tensor in cylindrical coordinates represented by $r$, $\theta$, and $z$ directions.

Now, in many books and in my lecture notes there's always this one line that says:

$$ \frac{\partial\bullet}{\partial\theta}=0$$

I know that when compressing a steel rod (assuming there is little to no friction at the contact points) the steel rod should get compressed in the $z$-direction and expand in the radial direction. Why is there no stress in the circumferential direction?

I've looked in many places and I hope that I didn't accidentally miss the other SE question with respect to this specific topic.