I ran into a couple of problems with this, looks like you are using an older version of AE than I am, so it was converted and then Maxon have released a major update which might have killed my trapcode particular licence. Charming Maxon.
[Edit: In fairness to Maxon, I've checked and my copy Particular 4 still works, but your version was newer]
Here's my saved version anyway: https://www.dropbox.com/s/ilftvoxd6z7bz49/Ask%20Adobe%20%28converted%29.zip?dl=0
But in case you can't use it, the solution is that your emitter is tracing the star's shape, but it's not directly connected to the star which is rotating. What was needed was an additional null object. I copied the position keyframes to this and parented it to the star. Then I used this expression on the emitter's position:
L=thisComp.layer("Star Path NULL");
L.toWorld(L.anchorPoint);
This linked the emitter's position to the null object's world position. And the particles keep up with the rotation.