Hi Steffen,
I can reproduce the behavior you mentioned using your CSV. After I open the Power Query Editor, I found data type of the time is Text. It should be the cause of the issue. If I change the data type to data/time, the time format will be what you wanted , like dd.mm.yyyy. But the date above the time in column1 may not be correct.
Or, you may try the following workaround to see if it helps:
1.Open the CSV file -> save it as xlsx file, such as test.xlsx
2.Open test.xlsx -> under data tab, select get data from workbook -> select test.xlsx -> load the power query again -> at this time, you should be able to customize the data type.
Regards,
Sky