Date hierarchy

Hi,

I have a general question about Dax in Excel.

1. I have a fact table and in Power Queryand from this fact table I make a date table. I do this because I want to use the date table as a slicer.
2. Then I push both table from Power Query to the Data model so that I can work with DAX.
3. When I make a pivot table in Excel I am not seeing the date hierarchy (Year, Month, Day) that  I would expect from the date table. However, this hierarchy is being created when I use the date column in my fact table.

My question is, why is the hierarchy not being created when using the date table?

Thanks,

Naveen