For some reason, your dates in column A are not being read as dates. To see this, in B2 use =ISNUMBER(A2)
You should get FALSE as it's not a number, so we have to convert it to a number.
A couple of ways to do this:
1) In B2 use the formula =A2+0 and copy it down. Now convert column B to values and sort. The +0 forces A2 into a number.
2) Use Text to Columns
Text to Columns- Highlight range to convert >> Column A
- Data >> Data Tools >> Text to Columns >> Check Delimited >> Next >> Next
- Check Date and with the drop down select your format
- Finish