Date locale ignored

I'm not sure if there something I don't understand or there is a bug. 

I have an Azure Storage Table connected to a DataFlow -> DataSet -> Report.

- The project options are set to Europe (English) [also tried with other dd/mm/yyyy locale's]

- Query does a transform to "en-150" (Europe English)

I still get mm/dd/yyyy. I find it mindblowing that defaults to a format that only 1 in