The reports are dependent on the system timezone and regional settings.
For the report to be able to display the desired date format (in this case DD/MM/YYYY - English Australia) change the 'Regional and Language Options' to the desired format under Control Panel as per the screenshots below:
1. Under the 'Formats' tab change the current format to 'English (Australia)'
2. Under the 'Location' tab change current location to 'Australia'
3. Under the 'Administrative' tab click on 'Change system locale' and change the current system locale to 'English - Australia'.
Note: You will be prompted to reboot the machine to save the changes.
4. Under the 'Administrative' tab click on the 'Copy to reserved accounts' option. Enable both the options 'Default user account (new users)' and 'System accounts'. Click OK.
Note: This is the key setting for the exported CSV report to show the correct date format. A reboot is not required.