Trial and error, I found that for the three possible two digits months (10, 11, 12), it will accept the 1; but like you said, not the second digit. Use F12 key and it will accept the second digit. Also found it will save time if you do not F7 each line to accept the month numbers. Just finish up your image (mine had 200 lines per image) and you can F7 the possible numbers 1 - 12 only 12 times versus doing it 200 times. If you wait to F7 the numeric month field after keying all lines in the image, you'll get the Are you sure? box asking if you would like to accept all of them and click yes.
Also, I would wait to submit your sets. It is still up in the air about how to key months when shown as 07 (do we key the 0 or drop the zero?). I'm leaning on dropping the leading zero because we drop them when keying days, but that is just my opinion. Wait for official answer.