Looks to me like a widget bug.
The demo project has the same issue: https://widgettesting105-sandbox.mxapps.io/p/dropdown-date-picker
Since its a Mendix created widget, I suggest you file a support ticket https://support.mendix.com/
Since its a Date picker and time is a subjective value (timezones and such) my guess is that the widgets translates wrongly the month since febr month is not 30/31 days. But thats a guestimation. Still its a bug
It looks like a bug that has been fixed in the GitHub repository but has not made its way to the Marketplace yet.
As others have suggested, raise a support ticket as it could help prioritise the release.
I was checking this question too. (like other comments)
Went to their demo site and noticed the issue momentarily.
After couple of Refreshes i dont see the issue anymore in their website either :)
I checked the widget code too. Seems fine as well.
Better file a ticket to Mendix and see what they say.
EDIT to my previous answer :)
Since i dont see any issues in the widget code and if you are in a hurry, then you can do the below.
1. clone the github repo of the Widget
2. once inside the root directory run the command: npm run release
This should create a new mpk file in the dist/ folder which you can drop in your widgets folder of the project and then replace the existing Marketplace downloaded widget in the widgets folder and run the project and see if all works.
I went ahead a made one for you: You can download the MPK here.
Let me know how it went.