What you are seeing in the second screenshot is basically the regional settings done for your operator.
Format that you specify in the Data Loading activity is used to make Campaign understand format inside your uploaded file. Then this data is stored inside database in UTC timezone which allows it to convert the datetime in the timezone of operator when showing it on screen.
Each operator has a regional setting which is configurable. You can provide a locale like en_GB or someother of your choice to see the date time values presented to you in a specific date format.