EXCEL Pivot Table not showing all the months

I was trying to make a Pivot Table and I cannot understand what could be wrong. I want to display all the months in the Row Labels but it only displays the month of January. (I'm using Excel 2021.) Link to the dataset: link to dataset

Here you can see, it only shows the month of January. Screenshot of my Excel showing the month of Jan

I tried in google sheets and it works perfectly fine but I can't seem to understand why is it a problem in my Excel 2021. What I am expecting

It's likely your system thinks these are all American format dates so 01 is being taken as January not the first of the month.

I formatted them as UK style and Pivot Table works fine (apart from that one odd value):-