Those are genitives used correctly. Notice the large "KL", that stands for the kalends, i.e. the first days of the months. So it says "KL of March", of September...
When you write only the month name as a label, like in the VM, you can expect the nominative. And indeed, nominatives is what we get.
We can force English a bit to illustrate this. Imagine that instead of "the first of December", we would use the genitive and say "December's first". The existence of this form "December's" doesn't mean that it works as a standalone label. The same is true for Latin forms.
When you write only the month name as a label, like in the VM, you can expect the nominative. And indeed, nominatives is what we get.
We can force English a bit to illustrate this. Imagine that instead of "the first of December", we would use the genitive and say "December's first". The existence of this form "December's" doesn't mean that it works as a standalone label. The same is true for Latin forms.