Hello,
It may be your column is incorrectly formatted for some reason thus not allowing the changes.
You can try going to format, custom and then select dd/mm/yyyy from the list and see if that works.
Or you could copy and paste the entire column by clicking on the letter at the top to highlight it all then paste in a new column. Format as you want it then insert column by where it should be, cut and paste the formatted dates into the new column, then delete the original column, so in effect the dates will be where they should just in a new column with the correct formatting.
I am not a techie expert though - these are just ideas from experience using it.
Good luck.