This means that you have imported the column values as text (e.g., because your data didn’t fit into chosen locale’s date format, or you haven’t used Detect special numbers feature). So now those "dd/mm/yyyy"s are simply strings, and cell formatting doesn’t mean anything there.
You need to convert the data to dates first. To do that, use Data→`Text to Columns…" and select proper date format for the column (right-click on the column header in the dialog).
