It works as expected under Matlab 2015b and Office 2010, so I guess your file is okay, but you display it in Excel, which has the power to show dates with smart filters.
But note, that the created file is not a CSV file, but an Excel file. If you want a CSV file, using csvwrite or dlmwrite will fail also, because they do not treat the cell string correctly.
Therefore a hard coding might be useful:
fid = fopen(FileName, 'w');
if fid == -1, error('Cannot open file for writing: %s', FileName); end
fprintf('%s,%s,%s\n', a{:});
fclose(fid);
