I’m afraid I don’t know why the ‘dropdown format’ box is appearing when you press the appropriate keys, but try pressing the Alt key, then the N key, then the D key to reveal the Date and Time available formats box.
Select your preferred format for the date and time and then set as default.

Now try the appropriate keys to show the date and time.
At my end, working within a table makes no difference using Word 2016 or 2019.