I was able to enter the birthday with a quick hack directly on the object:
Enter the birthdate (which will disappear when you cursor away from the entry)
Click back into the dialog box immediately. The date you entered will reappear.
That’s it. Your birthday entry will now populate across the object and its sets
But, this is clearly a bug with the calendar portion of the dialog box. When I enter the date directly into the box by typing DD.MM.YYYY, the date sticks immediately. No tricks needed.