Santanu is correct, it should not even let you select those dates in the first place, let alone exhibit the behavior you have described.
I checked myself using IE11 and on 6.2 SP2 and still could not reproduce your issue.
I also double checked to see if the pxDateTime control had ever been changed in that release and it hasn't. I believe this will take a deeper investigation into your system to understand what the delta might be. Once you've exhausted the ideas the community offers, it sounds appropriate for you to open an SR.
That's interesting for sure. I just ran through the same sequence to see if I could reproduce it specifically with today's date. I still cannot. Can you try this out using the OOTB administrator@pega account in the UI gallery?