There's an issue with the DATE function supporting 0 day, which should represent the last day of the previous month. Measure = DATE(2017, 1, 0) The expected outcome on this should be December 31...
I can repro the same issue as you. I’ve reported it internally to Power BI Team: CRI 44660354
I’ll post here once I get any update about it.
Now you can use Date ( 2017, 1, 1) - 1 as a workaround.
Best Regards,
Herbert