PREVIOUSMONTH displays blank

Hello,

I have a date column with the same date all the way down (7/2/2021)

This works fine:

Last Month = FIRSTDATE('data basis report'[Date of Data])   -  Displays 'July 2021' as I expect. Date of Data is formatted as a Date field.

This displays blank:

Last Month = PREVIOUSMONTH(FIRSTDATE('data basis report'[Date of Data])) - I'd like it to display June or June 2021

Any ideas?  Thanks in advance for the help..