The date always display in mm-dd-yyyy format irrespective of the column selection. Why??
Let us take an example as shown below. The 14 Mar 2001 (Short Date) is the date format chosen for the Date column. Note that the date format is prefixed with * symbol.
The native Power BI matrix and Inforiver will display the default mm-dd-yyyy in the visual as the * is prefixed in the date format.
* prefixed date formats will reflect the date and time settings of your operating systems.
Let us choose a date format without * prefixed option as shown below.
Now we see that the selected date format gets displayed in the visual.
Should you have any questions, feel free to post in the comment section.