As mentioned in these threads: - http://community.powerbi.com/t5/Integrations-with-Files-and/Date-issues-with-Sharepoint-file-sources/m-p/372661#M16100 - https://community.powerbi.com/t5/Desktop/Sh...
Changing the API version from 15 to 14 does indeed solve the issue when working with PBI Desktop, but if one publish the report on app.powerbi.com, it is not possible to refresh the dataset anymore, the refresh failing with an error like "SharePoint: Request failed: The remote server returned an error: (500) Internal Server Error. (An error occurred while processing this request.)"
If one switch back to API version 15, the refresh is working again, but then the date issue is back.
So, the workaround is only working when using PBI Desktop, not when using the SaaS (app.powerbi.com) with files on sharepoint.com...
Waiting for a proper solution for this...