Well, I checked the date format in Control Panel, and did change the "long date" format to "MMM D,yyyy" (short date was already "M/d/yyyy"). I rebooted, then verified in Control Panel to make sure it was changed to what I wanted.
The date format for Reports in EZP is still "d, M, yyyy" (digits only, and with commas rather than slashes).
I seems that no other area in EZP is affected. In Product Control, the Date is still "M/d/yyyy". In Sales Control, the Start and End Date fields are both "M/d/yyyy", as are the search results. In the Sales Window, all transactions show up in the "M/d/yyyy" format.
The only place I can find this odd format ("d, M, yyyy") is in the "First Day" and "Last Day" fields of the Date Selection window for reports. It shows up this way for every single report I've tried. And it does not show up within any of the reports.