I’ve tried setting Detect special numbers in the import dialogue but the fields end up as text. I tried adding Y-M-D to the list of date acceptance patterns in Options|Languages but that didn’t help.
In the text import dialog, right-click the column and set its type to Date(YMD).
Tried that but it makes no difference.
Then post a sample file to test if there is something that isn’t obvious. Use a sharing service like DropBox (or even pastebin - as this is just a plain text file).
BTW: you didn’t mention your version, OS, locale etc. which might have significance here.