I download the October version and install it. The first screenshot is the source date, and I load it to Power BI desktop shown in second picture. It displays date hierarchy as expected. Please download the update and load dates, then check if it is successful.
If you have any question, please feel free to ask.
Hello, I had the same problem with an access database as source, I had a data set (with sales per date, lets call it "Sales") with a relationship to another table which contents some info I needed (such as a given promotion for a certain dates, lets call this table "Dates_Promotion"). Power Bi wont show hierarchy function if I use the date of the Sales table, but instead i use the Date from "Dates_Promotion" table and it worked, i hope it helps.