Thank you for writing.
The observed behavior is the desired one for the date time editor and the user is required to confirm the change of an element (date, month, year) by pressing the arrow key or the separator key - in your case this would be a dot.
There is a feature request for such a functionality. Feel free to add your vote for it here: http://www.telerik.com/support/pits.aspx#/details/Issue=1081
I hope that you find this information useful.
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